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UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
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1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: January 31, 2014
CIK Number of Registrant: 0000856517
EDGAR Series Identifier: S000009574
Total number of share classes in the series: 4
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 33-31602
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
FEDERATED INVESTMENT MGMT CO |
801-34612 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
|
Name |
City |
State |
|---|---|---|
|
KPMG |
BOSTON |
MA |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| FEDERATED ADMINISTRATIVE SERVICES |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
STATE STREET BANK AND TRUST CO |
0000839287 |
085-05003 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Prime
Item 11. Dollar weighted average portfolio maturity: 39 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 71 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $44,040,538,837.81
Item 14. Total value of other assets, to the nearest cent: $23,448,732.09
Item 15. Total value of liabilities, to the nearest cent: $1,289,237.20
Item 16. Net assets of the series, to the nearest cent: $44,062,698,332.70
Item 17. 7-day gross yield: 0.22%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0004
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2014-01-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0004
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2014-01-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000117917
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $838,776,994.49
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$137,897,939.78
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$528,759,136.43
b. Gross redemptions for the month ended, to the nearest cent
$666,657,076.21
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2014-01-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9999
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2014-01-31
Item 19. EDGAR Class Identifier: C000026156
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $36,921,890,276.94
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$609,324,677.65
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$19,915,143,422.70
b. Gross redemptions for the month ended, to the nearest cent
$20,524,468,100.35
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0005
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2014-01-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0005
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2014-01-31
Item 19. EDGAR Class Identifier: C000026157
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $3,203,286,123.30
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $75,987,097.68
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$1,176,785,211.30
b. Gross redemptions for the month ended, to the nearest cent
$1,100,798,113.62
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0005
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2014-01-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0005
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2014-01-31
Item 19. EDGAR Class Identifier: C000026158
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $3,098,744,937.97
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $16,799,035.93
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$320,099,693.26
b. Gross redemptions for the month ended, to the nearest cent
$303,300,657.33
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9998
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2014-01-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9998
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2014-01-31
Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc., 0.650%, 1/21/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
033EAWAMU |
2037-03-25 |
2.2834 |
Other Instrument - CMOs |
$936,697.74 |
$752,756.83 |
|
030MJRFMSI |
2036-07-25 |
6 |
Other Instrument - CMOs |
$525,921.52 |
$484,371.89 |
|
030KWML CFC |
2039-02-12 |
5.5675 |
Other Instrument - Commercial Mortgage-Backed Security |
$22,628.57 |
$23,482.06 |
|
02XTMINDYMAC |
2036-10-28 |
.287 |
Other Instrument - ABS |
$72,260.57 |
$66,176.30 |
|
02XU4MSC 2007 |
2044-03-15 |
5.438 |
Other Instrument - Commercial Mortgage-Backed Security |
$255,200.00 |
$246,141.39 |
|
02XU4MSC 2007 |
2049-04-15 |
5.6889 |
Other Instrument - Commercial Mortgage-Backed Security |
$62,864.06 |
$66,048.97 |
|
030GCACE 2006 |
2036-06-25 |
.3646 |
Other Instrument - Asset Backed Securities |
$2,997,760.01 |
$1,058,460.07 |
|
030JRGSAMP TR |
2034-05-25 |
2.5982 |
Other Instrument - CMOs |
$649,154.01 |
$612,843.87 |
|
030KOLXS 2006 |
2036-08-25 |
.2846 |
Other Instrument - Asset Backed Securities |
$1,247,856.90 |
$918,774.30 |
|
02GK4CWABS INC |
2033-11-25 |
.7046 |
Other Instrument - Asset Backed Securities |
$821,999.92 |
$753,205.06 |
|
02GLS AERCO |
2025-07-15 |
.62 |
Other Instrument - ABS |
$2,030,642.34 |
$1,226,661.40 |
|
02XSECSMC 2007 |
2049-01-15 |
5.6137 |
Other Instrument - Commercial Mortgage-Backed Security |
$267,142.86 |
$248,575.88 |
|
02XTEHSI ASSET |
2036-07-25 |
.2646 |
Other Instrument - Asset Backed Securities |
$439,904.37 |
$193,717.12 |
|
02XTMIMSA 2006 |
2036-11-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$134,920.52 |
$87,129.60 |
|
030GVBAYV 2005 |
2040-02-28 |
1.667 |
Other Instrument - Asset Backed Securities |
$59,873.99 |
$45,388.61 |
|
030I6CWALT INC |
2036-02-25 |
5.5 |
Other Instrument - CMOs |
$1,921,862.11 |
$1,761,149.10 |
|
030I8CWALT INC |
2035-04-25 |
.6146 |
Other Instrument - CMOs |
$1,481,237.84 |
$1,082,372.75 |
|
030I8CWALT INC |
2035-05-25 |
.6146 |
Other Instrument - CMOs |
$4,372,086.87 |
$3,432,412.58 |
|
030I9CWMBS INC |
2046-03-20 |
.3768 |
Other Instrument - CMO |
$376,377.87 |
$237,700.74 |
|
030I9CWMBS INC |
2046-03-20 |
.4768 |
Other Instrument - CMOs |
$1,752,073.41 |
$256,158.51 |
|
030IACWALT INC |
2034-12-25 |
2.7005 |
Other Instrument - CMOs |
$2,822,116.42 |
$615,173.11 |
|
030IBCWALT INC |
2035-09-25 |
.5046 |
Other Instrument - CMOs |
$2,100,120.76 |
$1,629,091.08 |
|
030IBCWALT INC |
2035-11-20 |
.5568 |
Other Instrument - CMOs |
$1,839,464.65 |
$293,318.43 |
|
030IBCWALT INC |
2035-12-25 |
.4446 |
Other Instrument - Asset Backed Securities |
$3,062,329.71 |
$2,651,063.61 |
|
030IBCWALT INC |
2036-01-25 |
.4346 |
Other Instrument - Asset Backed Securities |
$3,691,926.20 |
$3,234,581.39 |
|
030IBCWALT INC |
2036-01-25 |
.4646 |
Other Instrument - Asset Backed Securities |
$1,697,750.89 |
$1,248,665.31 |
|
030IGCWHL 2007 |
2037-03-25 |
2.533 |
Other Instrument - CMOs |
$1,426,072.18 |
$1,102,689.24 |
|
030IGCWMBS INC |
2046-04-25 |
.3646 |
Other Instrument - Asset Backed Securities |
$5,416,348.15 |
$4,610,662.37 |
|
030IJCWMBS INC |
2035-02-25 |
.4946 |
Other Instrument - CMOs |
$659,720.98 |
$613,167.36 |
|
030IKCWHL 2006 |
2036-09-25 |
6.25 |
Other Instrument - CMOs |
$523,454.95 |
$462,738.70 |
|
030IKCWMBS INC |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$795,514.02 |
$790,695.46 |
|
030IMCWMBS INC |
2034-06-25 |
2.6916 |
Other Instrument - CMOs |
$4,195.34 |
$3,988.31 |
|
030IMCWMBS INC |
2035-03-25 |
.4846 |
Other Instrument - CMOs |
$1,267,102.66 |
$1,100,461.75 |
|
030INCWMBS INC |
2035-03-25 |
5.5 |
Other Instrument - CMOs |
$529,969.30 |
$547,419.79 |
|
030PCWAMU MTGE |
2037-04-25 |
6 |
Other Instrument - CMO |
$302,068.52 |
$256,361.02 |
|
0348SWAMU MTGE |
2046-08-25 |
2.4024 |
Other Instrument - CMOs |
$1,465,041.77 |
$1,291,250.43 |
|
0348SWAMU MTGE |
2046-12-25 |
.9592 |
Other Instrument - CMOs |
$3,844,212.05 |
$3,152,188.15 |
|
0348TWAMU MTGE |
2047-07-25 |
.955 |
Other Instrument - CMOs |
$46,735.63 |
$41,247.25 |
|
0348TWAMU MTGE |
2047-07-25 |
2.213 |
Other Instrument - CMOs |
$4,332,830.11 |
$3,199,235.90 |
|
02XTMIMP CMB TR |
2035-03-25 |
.8046 |
Other Instrument - Asset Backed Securities |
$1,315,103.10 |
$1,119,379.47 |
|
02XTRLMT 2006-3 |
2036-07-25 |
.5246 |
Other Instrument - CMOs |
$632,601.67 |
$243,726.40 |
|
02XTRLMT 2006-4 |
2021-08-25 |
6 |
Other Instrument - CMOs |
$156,789.82 |
$155,901.72 |
|
02XUWTERWIN CAP |
2035-03-25 |
1.9646 |
Other Instrument - Asset Backed Securities |
$98,700.51 |
$94,918.55 |
|
030H7BSABS 2007 |
2037-05-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$754,285.71 |
$661,147.85 |
|
030I5CWALT 2005 |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$928,875.56 |
$844,997.94 |
|
030I9CWALT 2007 |
2037-05-25 |
6 |
Other Instrument - CMOs |
$1,133,016.59 |
$866,004.37 |
|
030K4INFODETICS |
2037-08-25 |
6 |
Other Instrument - CMOs |
$499,407.14 |
$448,139.69 |
|
030KDJPMCC 2006 |
2047-05-15 |
5.386 |
Other Instrument - Commercial Mortgage-Backed Security |
$816,514.29 |
$723,304.92 |
|
030KFJPMMT 2006 |
2036-06-25 |
2.4593 |
Other Instrument - CMOs |
$229,887.10 |
$12,116.57 |
|
030NRWBCMT 2007 |
2051-02-15 |
5.9245 |
Other Instrument - Commercial Mortgage-Backed Security |
$408,571.43 |
$5,149.26 |
|
030PAWFMBS 2006 |
2036-07-25 |
6 |
Other Instrument - CMOs |
$662,771.34 |
$655,573.63 |
|
030PBWAMU MTGE |
2046-09-25 |
1.06 |
Other Instrument - CMOs |
$1,635,032.06 |
$998,249.25 |
|
030PBWMALT 2006 |
2046-10-25 |
.9892 |
Other Instrument - CMOs |
$3,959,039.07 |
$2,640,228.01 |
|
02XT4GS MORTGAGE |
2034-01-25 |
1.8146 |
Other Instrument - Asset Backed Securities |
$769,018.72 |
$693,973.80 |
|
030JSGSAMP TRUST |
2034-09-25 |
2.7381 |
Other Instrument - CMOs |
$595,810.36 |
$568,324.54 |
|
030LZRALI SERIES |
2035-12-25 |
3.9721 |
Other Instrument - CMOs |
$88,966.68 |
$69,703.62 |
|
030M0RALI SERIES |
2034-09-25 |
3.2278 |
Other Instrument - CMOs |
$879,650.92 |
$743,498.73 |
|
030M1RALI SERIES |
2035-07-25 |
3.1455 |
Other Instrument - CMOs |
$1,642,180.75 |
$1,238,942.85 |
|
030M2RALI SERIES |
2046-02-25 |
.4346 |
Other Instrument - Asset Backed Securities |
$851,687.11 |
$398,074.87 |
|
030NHTMST 2007-1 |
2037-03-25 |
5.8 |
Other Instrument - CMOs |
$2,468,850.52 |
$2,278,967.46 |
|
02GMOSASCO 2001 6 |
2032-05-25 |
.7246 |
Other Instrument - ABS |
$137,470.27 |
$127,088.49 |
|
02XRVCOMM 2005 C6 |
2044-06-10 |
5.3075 |
Other Instrument - Commercial Mortgage-Backed Security |
$8,485,714.29 |
$8,511,893.07 |
|
02XS6BEAR STEARNS |
2034-09-25 |
1.8146 |
Other Instrument - Asset Backed Securities |
$2,453,663.58 |
$1,562,255.03 |
|
02XS7BALTA 2006-7 |
2046-12-25 |
.3346 |
Other Instrument - Asset Backed Securities |
$3,974,263.52 |
$2,670,590.36 |
|
030H8BEAR STEARNS |
2044-02-11 |
.3912 |
Other Instrument - Commercial Mortgage-Backed Security |
$10,368,719.02 |
$5,685.32 |
|
030K7INDY MAC BNK |
2034-04-25 |
.7646 |
Other Instrument - CMOs |
$195.37 |
$169.36 |
|
030K7INDY MAC BNK |
2034-06-25 |
.7846 |
Other Instrument - CMOs |
$71.47 |
$68.45 |
|
030KOLEHMAN XS TR |
2036-01-25 |
.6846 |
Other Instrument - Asset Backed Securities |
$617,353.39 |
$446,467.67 |
|
030KPLEHMAN XS TR |
2047-06-25 |
.3846 |
Other Instrument - Asset Backed Securities |
$1,486,025.53 |
$1,145,123.99 |
|
030KPLXS 2006 -19 |
2036-12-25 |
.3346 |
Other Instrument - Asset Backed Securities |
$8,746.08 |
$7,170.72 |
|
030MERAST 2007 A7 |
2037-07-25 |
6 |
Other Instrument - CMOs |
$935,677.67 |
$735,028.80 |
|
030PCWMALT SERIES |
2036-07-25 |
.7646 |
Other Instrument - CMOs |
$6,908,651.06 |
$4,406,371.94 |
|
032F1RESI FDG MTG |
2035-10-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$4,664.30 |
$2,898.19 |
|
02XRVCOMM 2005-LP5 |
2043-05-10 |
.2986 |
Other Instrument - Commercial Mortgage-Backed Security |
$63,117,994.48 |
$277,793.50 |
|
030GGAMERICAN HOME |
2035-11-25 |
.4346 |
Other Instrument - Asset Backed Securities |
$2,852,448.47 |
$2,353,766.16 |
|
030HICHASE FUNDING |
2032-11-25 |
.9896 |
Other Instrument - Asset Backed Securities |
$2,314,791.09 |
$1,903,776.63 |
|
030IGCHL MTGE 2007 |
2047-02-25 |
2.7377 |
Other Instrument - CMOs |
$4,190,799.56 |
$3,305,882.07 |
|
030JNGPMF 2006-AR2 |
2036-03-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$1,596,062.79 |
$506,436.96 |
|
030JYCREDIT SUISSE |
2036-02-25 |
.8646 |
Other Instrument - ABS |
$1,174,200.35 |
$1,104,701.90 |
|
030K6INDY MAC BANK |
2034-12-25 |
2.5026 |
Other Instrument - CMOs |
$1,117,546.33 |
$1,033,040.10 |
|
02GKXMERIT SEC CORP |
2033-07-28 |
7.63 |
Other Instrument - Asset Backed Securities |
$284,114.29 |
$319,379.36 |
|
02XU4MORGAN STANLEY |
2041-11-12 |
5.389 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,142,857.14 |
$3,187,916.90 |
|
030I8CWALT INC 2004 |
2035-03-25 |
6.9854 |
Other Instrument - CMOs |
$3,001,749.22 |
$545,282.41 |
|
030I9ALT LOAN TRUST |
2046-07-20 |
.3768 |
Other Instrument - CMOs |
$98,559.71 |
$59,390.90 |
|
030IBCWALT INC 2005 |
2035-12-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$636,056.96 |
$564,335.73 |
|
030INCWHL 2007-1 A4 |
2037-03-25 |
6 |
Other Instrument - CMOs |
$1,305,268.80 |
$1,194,221.85 |
|
030JGGCCFC 2007-GG9 |
2039-03-10 |
5.505 |
Other Instrument - Commercial Mortgage-Backed Security |
$887,395.14 |
$735,148.53 |
|
030JNGREENPOINT MTG |
2045-10-25 |
.4746 |
Other Instrument - CMOs |
$8,061,369.55 |
$6,436,818.09 |
|
030K6INDX 2004-AR13 |
2035-01-25 |
2.275 |
Other Instrument - CMOs |
$3,440,330.62 |
$3,415,375.74 |
|
030LTPARK PLACE SEC |
2034-09-25 |
1.8896 |
Other Instrument - Asset Backed Securities |
$832.48 |
$540.87 |
|
030NRWBCMT 2006-C29 |
2048-11-18 |
5.368 |
Other Instrument - Commercial Mortgage-Backed Security |
$712,171.43 |
$671,265.57 |
|
01BGQANKUNITED TRUST |
2045-09-25 |
.5546 |
Other Instrument - CMOs |
$2,311,259.28 |
$908,267.18 |
|
01E84GENESIS FDG LTD |
2032-12-19 |
.4063 |
Other Instrument - ABS |
$2,157,856.76 |
$1,960,489.33 |
|
02J29BAYC 2006-2A IO |
2036-07-25 |
0 |
Other Instrument - CMO |
$50,434,832.05 |
$2,740,679.21 |
|
02XU7MORT TRU 2005-2 |
2035-12-25 |
.7346 |
Other Instrument - Asset Backed Securities |
$1,974,669.74 |
$964,730.64 |
|
030I6CWALT 2005-64CB |
2035-12-25 |
5.5 |
Other Instrument - CMOs |
$633,892.41 |
$574,499.61 |
|
030I7CWALT 2006-OA16 |
2046-10-25 |
.3546 |
Other Instrument - Asset Backed Securities |
$3,547,029.66 |
$3,115,669.20 |
|
030IKCHL MTGE P/T TR |
2036-11-25 |
6.5 |
Other Instrument - CMOs |
$504,733.69 |
$437,694.21 |
|
030KILEHMAN ABS CORP |
2034-06-25 |
.6046 |
Other Instrument - Asset Backed Securities |
$409,260.17 |
$402,816.28 |
|
030PAWFMBS 2007-8,NY |
2037-07-25 |
6 |
Other Instrument - CMOs |
$854,834.87 |
$839,365.43 |
|
030PAWFMBS 2007-8,NY |
2037-07-25 |
5.4254 |
Other Instrument - CMOs |
$1,183,544.70 |
$162,943.80 |
|
02K06SARM 2005-23 1A1 |
2036-01-25 |
2.7371 |
Other Instrument - CMOs |
$2,907,005.02 |
$2,317,409.72 |
|
02KM1SEQUOIA HELOC TR |
2014-12-20 |
.6268 |
Other Instrument - Asset Backed Securities |
$309.94 |
$351.90 |
|
02XRXADJ RATE MTGE TR |
2035-07-25 |
5.0784 |
Other Instrument - CMOs |
$956,016.15 |
$915,701.41 |
|
030IBCWALT INC`062405 |
2035-08-25 |
.468 |
Other Instrument - CMOs |
$667,146.79 |
$478,137.06 |
|
030IECWHEQ REVL HM EQ |
2036-05-15 |
.33 |
Other Instrument - Asset Backed Securities |
$784,232.44 |
$1,031,420.87 |
|
030ITDEUTSCHE MTG SEC |
2034-04-25 |
6 |
Other Instrument - Asset Backed Securities |
$750,223.12 |
$271,043.61 |
|
030JPGSAA HME EQTY TR |
2037-05-25 |
.2846 |
Other Instrument - Asset Backed Securities |
$1,038,474.25 |
$781,624.53 |
|
030LXRAAC SERIES 2007 |
2046-10-25 |
.5446 |
Other Instrument - CMOs |
$2,685,405.50 |
$2,232,397.39 |
|
030LXRAMP SERIES 2004 |
2034-09-25 |
5 |
Other Instrument - CMOs |
$4,166.06 |
$4,377.03 |
|
030M2RALI SERIES 2006 |
2046-06-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$4,223,312.59 |
$1,935,136.00 |
|
030PAWELLS INDL RV MN |
2037-05-25 |
.5146 |
Other Instrument - CMOs |
$3,565,872.83 |
$3,279,902.63 |
|
02GJPGABS AFC MTG LOAN |
2029-06-25 |
.8146 |
Other Instrument - Asset Backed Securities |
$2,093,283.56 |
$1,761,354.31 |
|
02GJWSAND TRUST 2001-1 |
2032-10-25 |
5.552 |
Other Instrument - Asset Backed Securities |
$745,071.02 |
$746,067.63 |
|
02K93HERTZ VECHILE FIN |
2017-08-25 |
1.12 |
Other Instrument - Asset Backed Securities |
$13,608,571.43 |
$13,600,401.75 |
|
02XS3BANC OF AMER 2007 |
2037-01-25 |
5.75 |
Other Instrument - CMOs |
$25,353.67 |
$28,305.52 |
|
02XU1MEERILL LYNCH MTG |
2028-03-25 |
2.4146 |
Other Instrument - CMOs |
$564,229.26 |
$321,518.29 |
|
02XU1MERRILL LYNCH MTG |
2029-01-25 |
1.8748 |
Other Instrument - CMOs |
$376,354.90 |
$292,182.48 |
|
030H8BEAR STEARNS COMM |
2042-09-11 |
5.143 |
Other Instrument - Commercial Mortgage-Backed Security |
$624,171.43 |
$493,339.62 |
|
030I5CWALT INC 2005-43 |
2035-11-25 |
5.3354 |
Other Instrument - CMOs |
$1,500,128.10 |
$255,238.83 |
|
030IBCWALT INC 2005 43 |
2035-12-25 |
.5646 |
Other Instrument - Asset Backed Securities |
$402,547.53 |
$274,698.94 |
|
030J8FREMONT HME LN TR |
2036-05-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$1,347,906.84 |
$672,685.08 |
|
030JGGREENWICH CAPITAL |
2037-04-10 |
5.277 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,885,714.29 |
$2,003,404.07 |
|
030JKGMAC MTGE SEC INC |
2035-08-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$188,387.34 |
$152,625.64 |
|
030LXRAAC SER 2006 RP4 |
2046-01-25 |
.4546 |
Other Instrument - Asset Backed Securities |
$2,233,010.49 |
$2,132,208.34 |
|
030MRSASC 2007-GEL1,NY |
2037-01-25 |
.2646 |
Other Instrument - Asset Backed Securities |
$1,906,358.30 |
$1,831,063.72 |
|
030PFAMERICAN HOME MTG |
2046-06-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$1,157,054.28 |
$575,293.24 |
|
02GLPGABS DEUTSCHE MTGE |
2031-06-15 |
1.6998 |
Other Instrument - Commercial Mortgage-Backed Security |
$55,886.23 |
$160.39 |
|
02R2SACA ABS 2007 1 LTD |
2047-05-14 |
.8104 |
Other Instrument - ABS |
$6,285,714.29 |
$2,468.33 |
|
02XTMIMPERIAL CMB TRUST |
2036-02-25 |
.9146 |
Other Instrument - Asset Backed Securities |
$22,633.52 |
$20,991.78 |
|
02XU5MORGAN STANLEY MTG |
2034-11-25 |
5.5 |
Other Instrument - CMOs |
$.13 |
$.02 |
|
02XUUTERWIN CAPITAL LLC |
2030-01-15 |
.7525 |
Other Instrument - ABS |
$1,692,316.12 |
$772,482.13 |
|
030I5CWALT INC 2004-2CB |
2035-02-25 |
5.5 |
Other Instrument - CMOs |
$7,152,040.40 |
$7,268,043.84 |
|
030I8CWALT, INC 2005-43 |
2035-10-25 |
6 |
Other Instrument - CMOs |
$165,078.55 |
$126,263.41 |
|
030IBCWALT INC. 2005-43 |
2035-12-20 |
.5568 |
Other Instrument - CMOs |
$120,235.29 |
$23,108.40 |
|
030IBCWALT, INC 2005-43 |
2035-10-25 |
.6446 |
Other Instrument - CMOs |
$301,933.15 |
$87,471.74 |
|
030IFCWMBS INC. 2004-21 |
2034-10-25 |
6 |
Other Instrument - CMO |
$444,684.41 |
$458,432.72 |
|
030IKCWMBS INC. 2005-19 |
2036-01-25 |
5.5 |
Other Instrument - CMOs |
$813,502.54 |
$790,048.49 |
|
030JOGSAA 2007-10 A2A |
2037-11-25 |
6.5 |
Other Instrument - CMOs |
$26,950.82 |
$20,458.36 |
|
030JSGSAMP TRU 2004-HE2 |
2034-12-25 |
2.5501 |
Other Instrument - CMOs |
$307,968.06 |
$303,533.96 |
|
030JYCRT SUISSE 1ST BST |
2036-02-25 |
.8646 |
Other Instrument - ABS |
$1,369,812.11 |
$1,288,735.81 |
|
030KEJ P MORGAN MTGE TR |
2035-04-25 |
3.3388 |
Other Instrument - CMOs |
$99,981.69 |
$102,598.40 |
|
02XS3B OF A MORT SEC INC |
2019-02-25 |
5 |
Other Instrument - CMOs |
$88,601.25 |
$88,243.16 |
|
030H2B OF A MORT SEC INC |
2033-10-25 |
0 |
Other Instrument - CMOs |
$2,303,596.54 |
$1,819,593.04 |
|
030I5CWALT,INC 2005-13CB |
2035-06-25 |
5.25 |
Other Instrument - CMOs |
$2,136,000.51 |
$1,870,510.48 |
|
030INCWALT INC 2005-13CB |
2035-06-25 |
.5046 |
Other Instrument - CMOs |
$1,508,940.07 |
$1,355,094.22 |
|
030JNGREENPOINT MORTGAGE |
2036-03-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$351,663.63 |
$559,387.44 |
|
030K2HARBORVIEW MORTGAGE |
2046-07-19 |
.3963 |
Other Instrument - CMOs |
$3,147,603.62 |
$226,466.82 |
|
030K8INDY MAC MTGE LN TR |
2037-06-25 |
2.1576 |
Other Instrument - CMOs |
$983,663.95 |
$694,107.97 |
|
030KKLB-UBS COMM MTGE TR |
2038-06-15 |
5.878 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,142,857.14 |
$3,336,483.66 |
|
030LDNOMURA ASSET ACCEPT |
2047-03-25 |
6.138 |
Other Instrument - Asset Backed Securities |
$3,900.37 |
$3,987.60 |
|
030MMSACO I TRUST 2000-2 |
2035-09-25 |
.8646 |
Other Instrument - Asset Backed Securities |
$931,027.25 |
$901,784.53 |
|
030MMSACO I TRUST 2006-6 |
2036-06-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$1,397,049.05 |
$2,049,986.02 |
|
030PFAMERICAN HME 2006-3 |
2046-12-25 |
.3546 |
Other Instrument - Asset Backed Securities |
$786,105.19 |
$658,879.04 |
|
01C99CSMC SERIES 2009 12R |
2036-08-27 |
6 |
Other Instrument - CMO |
$182,067.45 |
$193,575.50 |
|
01FJ6WAVE SPC/WAVE SERIES |
2051-05-20 |
.9641 |
Other Instrument - ABS |
$6,589,942.86 |
$2,771.64 |
|
01FJ6WAVE SPC/WAVE SERIES |
2051-05-20 |
1.4716 |
Other Instrument - ABS |
$2,084,812.89 |
$958.29 |
|
01G9WSOVEREIGN COMMERCIAL |
2030-07-22 |
0 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,690,857.14 |
$1,606,038.68 |
|
01TT3STRUCTURED ASSET SEC |
2033-12-25 |
2.4326 |
Other Instrument - CMOs |
$997.67 |
$920.08 |
|
02GK2CSFB MORTGAGE-BACKED |
2033-10-25 |
2.5676 |
Other Instrument - CMOs |
$368,867.49 |
$358,584.33 |
|
02GK4CWABS ASSET BKD CERT |
2034-12-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$2,701,838.34 |
$2,614,848.37 |
|
02GLPIMPAC SECURED ASSETS |
2035-07-25 |
.4746 |
Other Instrument - CMOs |
$1,542,021.04 |
$1,023,287.80 |
|
02K2QGSAMP TRUST 2004-HE2 |
2035-03-25 |
.8646 |
Other Instrument - Asset Backed Securities |
$628.57 |
$220.04 |
|
02LUOSTRUCTURED ASSET SEC |
2031-04-25 |
.3846 |
Other Instrument - CMO |
$38,634.02 |
$36,008.11 |
|
02XRV144A REG S COMM 2006 |
2020-12-15 |
.186 |
Other Instrument - CMO |
$5,803,829.59 |
$520.51 |
|
02XRXADJ RATE MTG 2004 -1 |
2035-11-25 |
2.845 |
Other Instrument - CMOs |
$443,964.76 |
$35,737.13 |
|
02XRXADJUSTABLE RATE MORT |
2035-05-25 |
1.2146 |
Other Instrument - Asset Backed Securities |
$639,257.14 |
$555,992.90 |
|
02XS1BANC OF AMERICA COMM |
2049-06-10 |
5.6195 |
Other Instrument - Commercial Mortgage-Backed Security |
$220,628.57 |
$220,392.95 |
|
02XS3BNK OF AMER MORT SEC |
2035-11-25 |
5.5 |
Other Instrument - CMOs |
$365,196.63 |
$411,079.81 |
|
02XS8BEAR STEARNS MTG FDG |
2036-10-25 |
.4 |
Other Instrument - Asset Backed Securities |
$68,489,898.15 |
$1,322,199.91 |
|
02XSX1ST HORIZON ALT MTGE |
2035-11-25 |
2.6133 |
Other Instrument - CMOs |
$650,626.25 |
$611,994.22 |
|
02XTMIMPAC SECURED ASSETS |
2036-05-25 |
3.6128 |
Other Instrument - Asset Backed Securities |
$1,066,301.85 |
$882,759.43 |
|
02XU6MORGANTOWN IND RV KY |
2037-01-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$134,418.22 |
$27,980.86 |
|
02XUTSTRUCTURED ASSET INV |
2034-07-25 |
2.1146 |
Other Instrument - Asset Backed Securities |
$291.87 |
$233.19 |
|
030GBACCREDITED MTGE LOAN |
2034-07-25 |
.7646 |
Other Instrument - Asset Backed Securities |
$482,450.72 |
$448,013.59 |
|
030J6FIRST HOR ALTER MORT |
2035-07-25 |
2.2231 |
Other Instrument - CMOs |
$384,683.59 |
$356,607.22 |
|
030JK GMACM HOME EQUITY |
2037-09-25 |
7 |
Other Instrument - Asset Backed Securities |
$999.94 |
$1,049.52 |
|
030JRGSAMP TRUST 2004 HE2 |
2035-05-25 |
2.7734 |
Other Instrument - CMOs |
$180,791.52 |
$165,799.57 |
|
030JRGSAMP TRUST 2005-HE2 |
2035-09-25 |
2.6477 |
Other Instrument - CMOs |
$2,037,248.95 |
$2,111,490.17 |
|
030JYHOME EQUITY MORTGAGE |
2037-05-25 |
.3346 |
Other Instrument - Asset Backed Securities |
$2,936.58 |
$1,597.20 |
|
030K2HARBORVIEW MTGE LOAN |
2035-06-19 |
.4063 |
Other Instrument - CMOs |
$156,740.54 |
$137,896.01 |
|
030K6INDYMAC INDX MTGE LN |
2035-11-25 |
4.6832 |
Other Instrument - CMOs |
$1,234,838.12 |
$1,039,141.75 |
|
030KBJP MORGAN AQUISITION |
2034-01-25 |
.2446 |
Other Instrument - Asset Backed Securities |
$480,182.67 |
$272,117.45 |
|
030KCJP MORGAN CHASE CMCL |
2037-09-12 |
4.9706 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,331,428.57 |
$3,186,689.16 |
|
030KDJP MORGAN CHASE COMM |
2043-04-15 |
5.688 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,599,057.14 |
$6,397,812.28 |
|
030KDJP MORGAN CHASE COMM |
2051-02-15 |
5.9992 |
Other Instrument - Commercial Mortgage-Backed Security |
$420,514.29 |
$396,802.89 |
|
030KDJPM CHASE COMMERCIAL |
2051-02-15 |
6.1394 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,525,714.29 |
$4,892,924.56 |
|
030KKLB UBS COMM MORTGAGE |
2040-04-15 |
5.204 |
Other Instrument - Commercial Mortgage-Backed Security |
$893,200.00 |
$840,075.05 |
|
030LDGCMO 144NOMURA 04-R1 |
2035-08-25 |
.4546 |
Other Instrument - Asset Backed Securities |
$7,779,705.53 |
$5,006,311.38 |
|
030LUPRIME MORTGAGE TRUST |
2033-06-25 |
5.5 |
Other Instrument - CMOs |
$981,137.21 |
$1,012,530.83 |
|
030LZRESIDENTIAL ACCREDIT |
2034-08-25 |
6 |
Other Instrument - CMOs |
$392,902.01 |
$428,029.35 |
|
030M1RALI SERIES 2005 QS9 |
2045-10-25 |
.5646 |
Other Instrument - CMOs |
$257,296.08 |
$199,013.36 |
|
030M1RALI SERIES 2006 QH1 |
2036-12-25 |
.3946 |
Other Instrument - Asset Backed Securities |
$2,146,739.05 |
$185,044.78 |
|
030M1RALI SERIES 2006-QA5 |
2036-07-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$2,193,239.94 |
$1,400,475.87 |
|
030M1RALI SERIES 2006-QA7 |
2036-08-25 |
.3496 |
Other Instrument - Asset Backed Securities |
$206,712.83 |
$156,629.58 |
|
030M2RALI SERIES 2006 QS4 |
2036-04-25 |
6 |
Other Instrument - CMOs |
$760,933.42 |
$611,962.30 |
|
030M2RALI SERIES 2007-QH1 |
2037-02-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$541,413.46 |
$441,588.93 |
|
030M3RALI SERIES 2007-QS6 |
2037-04-25 |
6.25 |
Other Instrument - CMOs |
$2,979,558.78 |
$2,435,494.71 |
|
030M3RAMP SERIES 2004 RS8 |
2034-04-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$1,032,535.00 |
$904,903.33 |
|
030MDINDYMAC INDX MTGE LN |
2035-06-25 |
5.5 |
Other Instrument - CMOs |
$1,152,501.42 |
$1,066,190.59 |
|
030MMSACO TRUST I 2006 -5 |
2036-04-25 |
.4646 |
Other Instrument - Asset Backed Securities |
$603,140.47 |
$867,938.59 |
|
030MNSTRUCTURED ASSET MTG |
2035-12-25 |
.4746 |
Other Instrument - CMOs |
$748,271.23 |
$590,662.54 |
|
030MTSTRUCTURED ASSET SEC |
2034-01-25 |
2.3654 |
Other Instrument - CMOs |
$820,618.70 |
$775,402.80 |
|
030MTSTRUCTURED ASSET SEC |
2035-12-25 |
5.75 |
Other Instrument - CMOs |
$947,170.75 |
$963,144.61 |
|
030NKUBS COML MTG TR 2012 |
2045-05-12 |
5 |
Other Instrument - Commercial Mortgage-Backed Security |
$267,771.43 |
$229,808.05 |
|
030NTWELLS FARGO HME EQTY |
2034-10-25 |
2.0446 |
Other Instrument - Asset Backed Securities |
$795,268.60 |
$723,930.43 |
|
030P7WELLS FARGO MORTGAGE |
2037-07-25 |
6 |
Other Instrument - CMOs |
$99,072.41 |
$95,140.82 |
|
030P9WELLS FARGO MORTGAGE |
2034-05-25 |
4.5196 |
Other Instrument - CMOs |
$351,054.67 |
$315,962.50 |
|
030P9WELLS FARGO MORTGAGE |
2034-06-25 |
4.694 |
Other Instrument - CMOs |
$493,829.21 |
$458,405.70 |
|
032F0HOME LOAN TRUST 2006 |
2036-09-25 |
5.44 |
Other Instrument - Asset Backed Securities |
$263,693.61 |
$429,183.12 |
|
032F0HOME LOAN TRUST 2007 |
2025-11-25 |
5.72 |
Other Instrument - Asset Backed Securities |
$615,166.15 |
$860,792.47 |
|
033BMJP MORGAN CHASE COML |
2046-04-17 |
.5873 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,657,142.86 |
$254,967.49 |
|
0348SWAMU MTGE CTF SERIES |
2037-02-25 |
2.4089 |
Other Instrument - CMOs |
$397,182.42 |
$314,675.97 |
|
01BNEJP MORGAN ALT LOAN TR |
2036-03-25 |
.4646 |
Other Instrument - Asset Backed Securities |
$1,219,354.97 |
$126,413.02 |
|
01BNEJP MORGAN ALTERN LOAN |
2036-12-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$1,670,301.54 |
$1,236,239.85 |
|
01DB2NOVASTAR MTG FDG TR 2 |
2046-09-25 |
.4046 |
Other Instrument - Asset Backed Securities |
$2,071,662.16 |
$271,494.83 |
|
01DB2NOVASTAR MTGE FDNG TR |
2046-09-25 |
.3546 |
Other Instrument - Asset Backed Securities |
$4,016,753.94 |
$3,432,313.02 |
|
01FL8GE COMMERICAL MTGE CO |
2045-11-10 |
.0012 |
Other Instrument - Commercial Mortgage-Backed Security |
$25,025,660.20 |
$42.06 |
|
01TT3STRUCTURED ASSET 2003 |
2033-12-25 |
2.5458 |
Other Instrument - CMOs |
$2,164,289.06 |
$2,269,315.15 |
|
02AGOGTP ACQ PARTNERS I LL |
2043-05-15 |
4.704 |
Other Instrument - Asset Backed Securities |
$45,257.14 |
$45,344.11 |
|
02GK0CITICORP MORTGAGE SEC |
2035-03-25 |
5.3532 |
Other Instrument - CMOs |
$115,285.73 |
$18,748.87 |
|
02GK2CSFB MORT BACKED PASS |
2034-12-25 |
5.5 |
Other Instrument - CMOs |
$736,812.23 |
$759,359.52 |
|
02GK4COUNTRYWIDE HME LN TR |
2035-10-25 |
5.147 |
Other Instrument - Asset Backed Securities |
$170.34 |
$164.03 |
|
02GK4CWABS ASSET BCKD CERT |
2046-01-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$121,702.11 |
$50,142.50 |
|
02GLISALOMAN BROS COMMERCI |
2036-03-18 |
1.6675 |
Other Instrument - Commercial Mortgage-Backed Security |
$14,452.42 |
$16.76 |
|
02GMBCSFB NIMS TRUST ARMT |
2045-10-17 |
4.75 |
Other Instrument - Commercial Mortgage-Backed Security |
$920,857.14 |
$763,386.99 |
|
02GMYHARBORVIEW MTGE LN TR |
2046-02-19 |
.4163 |
Other Instrument - Asset Backed Securities |
$275,607.48 |
$110,744.67 |
|
02I07RENAISSNACE HOME EQUI |
2037-06-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$1,524,458.45 |
$724,279.85 |
|
02J29BAYVIEW COMM ASSET 20 |
2036-01-25 |
.5546 |
Other Instrument - Commercial Mortgage-Backed Security |
$664,721.34 |
$582,210.23 |
|
02J29BAYVIEW COMM ASSET 20 |
2036-03-25 |
.0376 |
Other Instrument - Commercial Mortgage-Backed Security |
$48,925,247.69 |
$3,660,269.04 |
|
02J29BAYVIEW COMML ASSET T |
2037-12-25 |
2.1646 |
Other Instrument - CMO |
$1,257,142.86 |
$57,472.50 |
|
02JJTCITIGROUP MTGE LOAN T |
2033-12-25 |
.5446 |
Other Instrument - Asset Backed Securities |
$97.58 |
$95.00 |
|
02K06STRUCTURED ADJ RATE M |
2034-12-25 |
2.4971 |
Other Instrument - CMOs |
$801,110.40 |
$725,901.50 |
|
02K06STRUCTURED ADJ RATE M |
2035-01-25 |
2.4866 |
Other Instrument - CMOs |
$886,538.66 |
$822,236.74 |
|
02K06STRUCTURED ADJ RATE M |
2035-10-25 |
.4646 |
Other Instrument - Asset Backed Securities |
$3,357,765.63 |
$3,111,136.16 |
|
02K06STRUCTURED ADJ RATE M |
2036-01-25 |
5.0887 |
Other Instrument - CMOs |
$3,001,493.09 |
$2,215,213.13 |
|
02K06STRUCTURED ADJ.RATE M |
2035-05-25 |
1.534 |
Other Instrument - CMOs |
$161,709.47 |
$109,128.32 |
|
02K06STRUCTURED ASSET SECU |
2034-03-25 |
2.5101 |
Other Instrument - CMOs |
$625,997.86 |
$382,322.74 |
|
02X5DMASTR ADJ RATE MTG 20 |
2047-05-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$512,047.21 |
$399,284.31 |
|
02X5EMASTR ADJ RATE MTG TR |
2046-12-25 |
.939 |
Other Instrument - Asset Backed Securities |
$351,506.23 |
$201,184.37 |
|
02X5EMASTR ADJUSTABLE RATE |
2034-12-21 |
2.6427 |
Other Instrument - CMOs |
$303,016.77 |
$272,302.45 |
|
02X5EMASTR ADJUSTABLE RATE |
2046-12-25 |
.989 |
Other Instrument - Asset Backed Securities |
$598,820.04 |
$374,240.64 |
|
02X5EMASTR ADJUSTABLE RATE |
2047-01-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$1,063,840.29 |
$781,014.14 |
|
02X5EMSTR ADJ RATE MTGE TR |
2035-07-25 |
2.7063 |
Other Instrument - CMOs |
$165,213.97 |
$139,988.25 |
|
02X5EMSTR ADJ RATE MTGE TR |
2046-04-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$139,538.62 |
$106,786.16 |
|
02XRV COMM 2007-C9 MORTGA |
2049-12-10 |
.851 |
Other Instrument - Commercial Mortgage-Backed Security |
$526,742.86 |
$471,695.81 |
|
02XRVCOMM 2006-C8 MTGE TRU |
2046-12-10 |
5.377 |
Other Instrument - Commercial Mortgage-Backed Security |
$509,142.86 |
$491,771.71 |
|
02XRXADJUSTABLE RATE MORTG |
2035-06-25 |
2.6991 |
Other Instrument - CMOs |
$219,850.64 |
$207,480.32 |
|
02XRXADJUSTABLE RATE MORTG |
2035-06-25 |
2.759 |
Other Instrument - CMOs |
$791,546.45 |
$782,093.97 |
|
02XS1BANC OF AMERICA COMML |
2049-06-10 |
5.317 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,964,285.71 |
$2,151,860.43 |
|
02XS1BOA COMMERICAL MORTGA |
2051-02-10 |
5.492 |
Other Instrument - Commercial Mortgage-Backed Security |
$659,605.89 |
$725,939.59 |
|
02XS6BEAR STEARNS ALT-A 20 |
2035-01-25 |
1.7396 |
Other Instrument - Asset Backed Securities |
$1,692,023.36 |
$1,126,249.01 |
|
02XS6BEAR STEARNS ALT-A TR |
2034-11-25 |
2.7616 |
Other Instrument - CMOs |
$231,609.37 |
$203,414.40 |
|
02XS7BEAR STEARN ALT A ARM |
2034-02-25 |
.3646 |
Other Instrument - CMOs |
$7,119,564.74 |
$4,856,194.08 |
|
02XS7BEAR STEARNS ALT A TR |
2035-07-25 |
.7246 |
Other Instrument - Asset Backed Securities |
$797,688.09 |
$751,087.19 |
|
02XS7BEAR STEARNS ALT A TR |
2035-10-25 |
.8646 |
Other Instrument - Asset Backed Securities |
$2,030,251.12 |
$209,578.69 |
|
02XS7BEAR STEARNS ARM TRUS |
2035-10-25 |
2.6601 |
Other Instrument - CMOs |
$338,778.38 |
$340,656.76 |
|
02XS8BEAR STAERNS MTGE FDG |
2037-03-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$1,284,950.92 |
$1,675,470.39 |
|
02XS8BEAR STEARNS MTGE FDG |
2037-06-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$536,738.00 |
$454,163.79 |
|
02XS8BEAR STEARNS MTGE TRU |
2037-03-25 |
.3046 |
Other Instrument - Asset Backed Securities |
$1,076,339.88 |
$772,487.57 |
|
02XSABEAR STEARNS ARM TRUS |
2034-01-25 |
2.6894 |
Other Instrument - CMOs |
$579,192.56 |
$440,948.83 |
|
02XSABEAR STERANS ARM TRUS |
2034-01-25 |
2.6894 |
Other Instrument - CMOs |
$196,416.16 |
$51,252.29 |
|
02XSECREDIT SUISSE COMMERC |
2041-02-15 |
6.0322 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,782,171.43 |
$4,848,863.54 |
|
02XSNDSLA MTG LOAN TRUST 2 |
2045-10-19 |
.5363 |
Other Instrument - Asset Backed Securities |
$4,106,567.09 |
$2,764,965.46 |
|
02XSNDSLA MTGE LOAN TRAUST |
2044-09-19 |
1.0063 |
Other Instrument - CMOs |
$1,039.25 |
$833.45 |
|
02XSNDT AUTO OWNER TRUST 2 |
2017-01-15 |
4.89 |
Other Instrument - ABS |
$267,055.74 |
$268,053.28 |
|
02XSVFIRST FRANKLIN MORT L |
2026-12-25 |
.2946 |
Other Instrument - Asset Backed Securities |
$9,331,908.28 |
$2,538,148.80 |
|
02XT5 GSAMP TRUST 2006-S6 |
2036-10-25 |
.2646 |
Other Instrument - Asset Backed Securities |
$2,332,530.00 |
$300,951.60 |
|
02XT5GSAMP TRUST 2006-HE7, |
2036-10-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$798,577.34 |
$750,290.08 |
|
02XT9HSI ASSET LOAN OBLIAT |
2036-12-25 |
.4646 |
Other Instrument - CMOs |
$3,762,962.74 |
$1,264,566.90 |
|
02XTMIMPERIAL CMB TRUST SE |
2034-09-25 |
.9896 |
Other Instrument - Asset Backed Securities |
$360,083.69 |
$311,970.28 |
|
02XTMIMPERIAL CMB TRUST SE |
2035-01-25 |
1.0446 |
Other Instrument - Asset Backed Securities |
$2,719,055.56 |
$1,353,656.01 |
|
02XTMIMPERIAL CMB TRUST SE |
2035-03-25 |
.9046 |
Other Instrument - Asset Backed Securities |
$1,103.26 |
$663.30 |
|
02XTNINDYMAC INDB MTGE LOA |
2036-07-25 |
.2346 |
Other Instrument - Asset Backed Securities |
$124,101.70 |
$52,280.82 |
|
02XTRLEHMAN MORTGAGE TRUST |
2036-11-25 |
6.9854 |
Other Instrument - CMOs |
$5,430,370.47 |
$455,398.47 |
|
02XTRLEHMAN MORTGAGE TRUST |
2037-06-25 |
.8146 |
Other Instrument - CMOs |
$1,009,406.46 |
$769,672.49 |
|
02XTSLEHMAN MORTGAGE TRUST |
2037-01-25 |
.5446 |
Other Instrument - CMO |
$2,404,113.95 |
$1,551,114.53 |
|
02XTTLONG BEACH MORTGAGE L |
2033-08-25 |
2.7896 |
Other Instrument - Asset Backed Securities |
$373,974.34 |
$351,964.94 |
|
02XTTLONG BEACHMORTGAGE LO |
2034-10-25 |
1.1396 |
Other Instrument - Asset Backed Securities |
$1,112,249.01 |
$1,090,334.92 |
|
02XTYMASTR SECOND LIEN TRU |
2036-03-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$3,464,717.04 |
$720,632.50 |
|
02XU1ML MTG INVESTORS 2003 |
2028-10-25 |
1.0646 |
Other Instrument - CMOs |
$745,014.39 |
$633,697.05 |
|
02XU2MERRILL LYNCH MORTGAG |
2030-03-25 |
1.1696 |
Other Instrument - CMOs |
$293,027.56 |
$162,140.92 |
|
02XU2MERRILL LYNCH MTG INV |
2030-07-25 |
1.0946 |
Other Instrument - CMOs |
$416,296.72 |
$225,972.28 |
|
02XU2MERRILL LYNCH MTGE IN |
2036-10-25 |
2.3329 |
Other Instrument - CMOs |
$92,645.16 |
$79,366.46 |
|
02XU4 MORGAN STANLEY CAP |
2044-12-16 |
5.931 |
Other Instrument - Commercial Mortgage-Backed Security |
$62,857.14 |
$62,088.46 |
|
02XU5MORGAN STANLEY CAP TR |
2049-12-12 |
6.1357 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,866,768.46 |
$2,841,223.45 |
|
02XU5MORGAN STANLEY MORT L |
2035-01-25 |
2.8808 |
Other Instrument - CMOs |
$647,999.32 |
$581,848.00 |
|
02XU5MORGAN STANLEY MORTGA |
2036-08-25 |
6 |
Other Instrument - CMOs |
$1,121,232.18 |
$908,596.44 |
|
02XU6MORGAN STANLEY MORTGA |
2037-07-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$1,074,357.58 |
$802,194.65 |
|
02XU6MORGAN STANLEY MTGE L |
2036-11-25 |
.4846 |
Other Instrument - Asset Backed Securities |
$4,742,787.56 |
$1,278,580.78 |
|
02XU7MORTGAGEIT TRUST 2004 |
2035-10-25 |
.6146 |
Other Instrument - Asset Backed Securities |
$3,347,606.26 |
$1,542,596.40 |
|
02XU7MORTGAGEIT TRUST 2005 |
2035-05-25 |
1.8146 |
Other Instrument - Asset Backed Securities |
$344,145.74 |
$314,749.72 |
|
02XUENEW CENTURY HOME EQUI |
2035-10-25 |
.6446 |
Other Instrument - Asset Backed Securities |
$1,166,628.57 |
$669,702.58 |
|
02XUENEW CENTURY HOME LOAN |
2035-03-25 |
.9446 |
Other Instrument - Asset Backed Securities |
$143.20 |
$126.61 |
|
02XUNSEQUOIA MORTGAGE TRUS |
2034-12-20 |
1.0168 |
Other Instrument - CMOs |
$518,372.02 |
$334,714.32 |
|
02XUNSEQUOIA MORTGAGE TRUS |
2047-01-20 |
2.414 |
Other Instrument - CMOs |
$306,202.10 |
$265,501.38 |
|
02XUNSEQUOIA MTG TRUST 200 |
2035-05-20 |
1.1449 |
Other Instrument - CMOs |
$13,111,702.14 |
$855,979.80 |
|
02XUSSTRUCTURED ASSET INVE |
2034-04-25 |
.9646 |
Other Instrument - Asset Backed Securities |
$2,735,884.51 |
$2,602,172.99 |
|
02XUZWFRBS COML MTG 2011 C |
2044-03-17 |
5 |
Other Instrument - Commercial Mortgage-Backed Security |
$861,142.86 |
$769,359.00 |
|
030G9ASET BACKED CERTIFICA |
2034-04-25 |
2.3396 |
Other Instrument - Asset Backed Securities |
$372,378.06 |
$262,344.31 |
|
030GFAFC MORT LN ASSET BCK |
2030-10-25 |
.9146 |
Other Instrument - Asset Backed Securities |
$28,427.60 |
$24,537.55 |
|
030GGAMERICAN HME MTGE ASS |
2046-11-25 |
1.064 |
Other Instrument - Asset Backed Securities |
$19,542,679.10 |
$10,387,504.64 |
|
030GGAMERICAN HME MTGE ASS |
2047-03-25 |
.8833 |
Other Instrument - Asset Backed Securities |
$3,412,859.78 |
$522,950.79 |
|
030GGAMERICAN HOME MORTGAG |
2035-11-25 |
2.5622 |
Other Instrument - CMOs |
$1,573,963.33 |
$1,174,094.71 |
|
030GGAMERICAN HOME MTG ASS |
2046-05-25 |
.3546 |
Other Instrument - CMOs |
$21,282.64 |
$15,854.52 |
|
030GIAMERIQUEST MORTGAGE S |
2034-05-25 |
5.44 |
Other Instrument - Asset Backed Securities |
$388,085.86 |
$363,080.12 |
|
030GJAMERIQUEST MORTGAGE S |
2034-07-25 |
2.0396 |
Other Instrument - Asset Backed Securities |
$1,427,127.41 |
$1,040,848.76 |
|
030GPARGENT SEC. INC SERIE |
2034-10-25 |
1.9646 |
Other Instrument - Asset Backed Securities |
$1,660,170.02 |
$1,281,036.05 |
|
030GPARGENT SECURITIES ,IN |
2036-01-25 |
.3946 |
Other Instrument - Asset Backed Securities |
$735,823.28 |
$488,831.25 |
|
030GSBAN OF AMER FDNG 2006 |
2036-07-20 |
.4468 |
Other Instrument - Asset Backed Securities |
$182,381.80 |
$164,320.07 |
|
030GTBANC OF AMERICA FUNDI |
2037-07-25 |
5.5 |
Other Instrument - CMOs |
$1,528,838.69 |
$1,288,201.04 |
|
030GTBANC OF AMERICA FUNDI |
2047-06-20 |
.3768 |
Other Instrument - Asset Backed Securities |
$1,475,473.80 |
$1,212,262.69 |
|
030GXBPC HOSPITAL REALTY ( |
2037-05-27 |
9.6836 |
Other Instrument - ABS |
$1,046,427.38 |
$177,730.39 |
|
030H1BNC MORTGAGE LOAN TRU |
2037-03-25 |
.2646 |
Other Instrument - Asset Backed Securities |
$678,857.14 |
$615,806.32 |
|
030H2BANK OF AMER STRUCTUR |
2020-04-25 |
5.5 |
Other Instrument - CMOs |
$352,962.76 |
$358,580.78 |
|
030H2BNK OF AMER STRUCTURE |
2035-09-25 |
16.5779 |
Other Instrument - CMOs |
$2,382,993.69 |
$2,885,098.15 |
|
030H2BNK OF AMERICA STRUCT |
2034-03-25 |
6 |
Other Instrument - CMOs |
$3,482,910.11 |
$3,659,822.54 |
|
030H4BEAR STEARNS ASSET BA |
2036-10-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$172,828.86 |
$113,604.34 |
|
030H5BEAR STEARNS SEC 2004 |
2035-10-25 |
.8146 |
Other Instrument - Asset Backed Securities |
$3,364,068.87 |
$547,341.20 |
|
030H5BEAR STERNS ASSET BAC |
2035-11-25 |
.7646 |
Other Instrument - CMOs |
$2,811,541.14 |
$2,542,971.72 |
|
030H8BEAR STEARNS COMM MTG |
2042-09-11 |
5.074 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,253,371.43 |
$1,137,703.91 |
|
030H8Q BEAR STEARNS COMM |
2050-06-13 |
5.8872 |
Other Instrument - Commercial Mortgage-Backed Security |
$424,914.29 |
$416,476.20 |
|
030HF C-BASS 2007-CB1 TR |
2037-01-25 |
4.4019 |
Other Instrument - Asset Backed Securities |
$5,398,239.11 |
$2,624,536.53 |
|
030HGCHEVY CHASE FUNDING L |
2047-04-25 |
.3446 |
Other Instrument - CMOs |
$905,012.72 |
$624,466.32 |
|
030HOCHASE MORTGAGE FINANC |
2037-03-25 |
6 |
Other Instrument - CMOs |
$439,904.57 |
$67,174.20 |
|
030I6ALTERNATIVE LOAN TRUS |
2036-10-25 |
6.5 |
Other Instrument - CMOs |
$1,064,416.26 |
$296,222.07 |
|
030I6ALTERNATIVE LOAN TRUS |
2036-11-25 |
6 |
Other Instrument - CMOs |
$249,962.07 |
$215,697.25 |
|
030I6ALTERNATIVE LOAN TRUS |
2036-11-25 |
.4385 |
Other Instrument - CMOs |
$5,100,406.01 |
$87,856.18 |
|
030I6COUNTRYWIDE ALTERNATI |
2036-08-25 |
6 |
Other Instrument - CMOs |
$1,016,308.90 |
$858,021.26 |
|
030I7ALTERNATIVE LOAN TRUS |
2037-08-25 |
6 |
Other Instrument - CMOs |
$2,571,416.85 |
$2,315,624.92 |
|
030I7ALTERNATIVE LOAN TRUS |
2037-08-25 |
6.25 |
Other Instrument - CMOs |
$266,098.23 |
$208,606.13 |
|
030I7ALTERNATIVE LOAN TRUS |
2046-12-25 |
.4046 |
Other Instrument - Asset Backed Securities |
$4,563,853.78 |
$1,866,214.50 |
|
030I7ALTERNATIVE LOANTRUST |
2047-09-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$1,355,765.67 |
$1,125,026.72 |
|
030I7COUNTRYWIDE ALTERNATI |
2036-08-25 |
3.8092 |
Other Instrument - CMOs |
$1,898,914.29 |
$1,777,913.31 |
|
030I9ALTERNATIVE LOAN TRUS |
2047-06-25 |
.3731 |
Other Instrument - CMOs |
$144,881,877.00 |
$1,057,026.85 |
|
030ICALTERNATIVE LOAN TRUS |
2037-10-25 |
1.1646 |
Other Instrument - CMOs |
$7,880,863.64 |
$4,274,959.91 |
|
030IDCOUNTRYWIDE HOME LOAN |
2034-02-15 |
.44 |
Other Instrument - Asset Backed Securities |
$377.34 |
$284.77 |
|
030IDCOUNTRYWIDE HOME LOAN |
2034-03-15 |
.48 |
Other Instrument - Asset Backed Securities |
$4,353,501.00 |
$3,764,994.72 |
|
030IFCWABS ASSET BCKD CERT |
2036-02-20 |
2.4232 |
Other Instrument - CMOs |
$1,492,961.05 |
$1,241,416.45 |
|
030IHCWMBS-ALTERNATIVE LOA |
2033-01-25 |
5.6689 |
Other Instrument - CMOs |
$53,414.45 |
$54,754.36 |
|
030IPDEUTSCHE ALT A SEC MT |
2047-02-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$391,281.09 |
$278,597.45 |
|
030IQ DEUTSCHE ALT-A SECU |
2037-05-25 |
.3046 |
Other Instrument - Asset Backed Securities |
$4,881,718.91 |
$3,655,562.86 |
|
030IQDEUTSCHE ALT A SECURI |
2047-02-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$987,432.26 |
$166,465.80 |
|
030IQDEUTSCHE SEC MTG LOAN |
2047-01-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$1,359,786.43 |
$970,630.52 |
|
030ITDEUTSCHE MORTGAGE SEC |
2034-06-25 |
2.9593 |
Other Instrument - CMOs |
$1,386,367.29 |
$1,306,834.50 |
|
030J5FIRST HORIZON ALT MTG |
2034-12-25 |
2.0917 |
Other Instrument - CMOs |
$6,562,795.08 |
$6,404,074.38 |
|
030J5FIRST HORIZON ALTERNA |
2035-01-25 |
2.2319 |
Other Instrument - CMOs |
$466,514.57 |
$43,444.59 |
|
030J6FIRST HORIZON ALT MTG |
2035-09-25 |
.6646 |
Other Instrument - CMOs |
$693,305.02 |
$525,006.51 |
|
030J6FIRST HORIZON ALT MTG |
2035-11-25 |
5.5 |
Other Instrument - CMOs |
$56,897.53 |
$55,040.42 |
|
030J6FIRST HORIZON ALTERNA |
2035-02-25 |
2.2409 |
Other Instrument - CMOs |
$2,335,800.85 |
$2,295,866.38 |
|
030JKGMACM HOME EQTY LN TR |
2037-08-25 |
5.952 |
Other Instrument - Asset Backed Securities |
$8,171.43 |
$7,073.03 |
|
030JKGMACM MORTGAGE LOAN T |
2033-10-19 |
2.9653 |
Other Instrument - CMOs |
$4,453.95 |
$4,563.00 |
|
030JMGREENPOINT HME EQUITY |
2029-07-25 |
.6246 |
Other Instrument - Asset Backed Securities |
$247,609.46 |
$241,418.46 |
|
030JMGREENPOINT HOME EQUIT |
2035-03-15 |
.62 |
Other Instrument - Asset Backed Securities |
$177,408.23 |
$143,653.61 |
|
030JNGREENPOINT MORTGAGE F |
2036-04-25 |
.388 |
Other Instrument - Asset Backed Securities |
$414,805.69 |
$262,983.56 |
|
030JNGREENPOINT MTG FDG TR |
2046-09-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$208,485.86 |
$163,928.87 |
|
030JNGREENPOINT MTG SER 20 |
2037-06-25 |
.4146 |
Other Instrument - Asset Backed Securities |
$13,238,167.68 |
$1,338,602.63 |
|
030JOGABS GSAA TR 2006-20, |
2037-01-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$175,574.08 |
$95,577.70 |
|
030JOGSAA HOME EQUITY TRUS |
2036-11-25 |
.2246 |
Other Instrument - Asset Backed Securities |
$1,043,254.41 |
$536,650.89 |
|
030JPGSAA HOME EQUITY TRUS |
2037-02-25 |
.2246 |
Other Instrument - Asset Backed Securities |
$2,790,787.44 |
$1,905,877.83 |
|
030JQGS MTG SECS TR 2012 G |
2045-05-12 |
.5248 |
Other Instrument - Commercial Mortgage-Backed Security |
$31,428,571.43 |
$1,075,489.47 |
|
030K2HARBORVIEW MTG LOAN T |
2035-05-19 |
.3863 |
Other Instrument - CMOs |
$63.82 |
$56.87 |
|
030K2HARBORVIEW MTG LOAN T |
2036-01-19 |
.4163 |
Other Instrument - CMOs |
$7,536,097.21 |
$5,020,312.58 |
|
030K6INDYMAC INDX MTGE LOA |
2035-10-25 |
2.6262 |
Other Instrument - CMOs |
$445,414.17 |
$381,549.32 |
|
030K6INDYMAC MTG LOAN TRUS |
2035-01-25 |
.8846 |
Other Instrument - CMOs |
$565,599.84 |
$445,268.67 |
|
030K7INDYMAC INDX 2006-AR3 |
2037-01-25 |
.3346 |
Other Instrument - Asset Backed Securities |
$1,355,108.56 |
$1,009,468.81 |
|
030K7INDYMAC INDX MORTGAGE |
2036-09-25 |
.36 |
Other Instrument - CMOs |
$30,996,648.60 |
$778,449.18 |
|
030K7INDYMAC INDX MORTGAGE |
2037-02-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$1,803,796.29 |
$1,396,844.85 |
|
030K7INDYMAC MTX LOAN TRUS |
2037-07-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$1,203,276.46 |
$1,059,150.69 |
|
030K8INDYMAC INDX MORTGAGE |
2035-04-25 |
.4046 |
Other Instrument - CMOs |
$321,791.92 |
$293,999.37 |
|
030KCJP MORGAN CHASE COMCL |
2037-08-12 |
5.4763 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,885,714.29 |
$1,431,836.59 |
|
030KCJP ORGAN CHASE COMM M |
2042-07-15 |
4.911 |
Other Instrument - Commercial Mortgage-Backed Security |
$37,714.29 |
$38,033.98 |
|
030KCJPMORGAN CHASE COMM M |
2037-08-12 |
5.4763 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,486,571.43 |
$795,490.05 |
|
030KD JP MORGAN CHASE CO |
2049-06-15 |
5.8055 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,905,828.57 |
$1,985,002.84 |
|
030KD,JPMORGAN CHASE COMME |
2043-04-15 |
.2494 |
Other Instrument - Commercial Mortgage-Backed Security |
$123,710,606.02 |
$354,487.60 |
|
030KEJP MORGAN MORTGAGE TR |
2034-02-25 |
2.49 |
Other Instrument - CMOs |
$249,648.57 |
$255,921.82 |
|
030KNLUINENT MORTGAGE TRUS |
2036-12-25 |
.3346 |
Other Instrument - Asset Backed Securities |
$990,420.38 |
$783,563.57 |
|
030KNLUMINENT MORTGAGE TRU |
2036-07-25 |
.3546 |
Other Instrument - CMOs |
$5,729,054.72 |
$3,906,465.31 |
|
030KNLUMINENT MORTGAGE TRU |
2036-12-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$3,443,993.43 |
$2,532,728.71 |
|
030KNLUMINENT MORTGAGE TRU |
2037-05-25 |
.3946 |
Other Instrument - Asset Backed Securities |
$108,508.16 |
$71,455.30 |
|
030KOLEHMAN XS TRUST SER 2 |
2035-12-25 |
5.56 |
Other Instrument - Asset Backed Securities |
$550,102.72 |
$480,390.34 |
|
030KOLEHMAN XS TRUST SER 2 |
2046-11-25 |
.3546 |
Other Instrument - Asset Backed Securities |
$424,876.91 |
$332,226.08 |
|
030KOLEHMAN XS TUST SERIES |
2035-11-25 |
.4246 |
Other Instrument - Asset Backed Securities |
$1,843.21 |
$1,199.08 |
|
030KPLEHMAN XS TRUST 2007- |
2037-03-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$2,721,841.59 |
$1,701,266.65 |
|
030KPLEHMAN XS TRUST MTG P |
2046-08-25 |
.6 |
Other Instrument - Asset Backed Securities |
$53,931,093.80 |
$1,438,879.81 |
|
030KTMERRILL LYNCH ALT NTE |
2037-03-25 |
.2746 |
Other Instrument - Asset Backed Securities |
$5,339,375.72 |
$2,100,915.18 |
|
030KTMERRILL LYNCH ALTER N |
2037-01-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$3,140,531.01 |
$1,462,399.33 |
|
030KXML-CFC COMMERCIAL MTG |
2048-08-14 |
.5189 |
Other Instrument - Commercial Mortgage-Backed Security |
$30,638.12 |
$469.97 |
|
030KYMERRILL LYNCH MORTGAG |
2035-07-25 |
1.3496 |
Other Instrument - Asset Backed Securities |
$1,073,963.24 |
$1,138,878.50 |
|
030KYMERRILL LYNCH MTGE IN |
2035-04-25 |
3.1346 |
Other Instrument - Asset Backed Securities |
$303,219.64 |
$89,678.17 |
|
030L3MERRILL LYNCH MTGE TR |
2044-01-12 |
.1087 |
Other Instrument - Commercial Mortgage-Backed Security |
$279,316,142.88 |
$684,980.48 |
|
030LBMORGAN STANLEY IXIS R |
2036-07-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$1,026,314.39 |
$582,776.61 |
|
030LCGCMO 144ANOMURA 04-R1 |
2035-02-25 |
4.855 |
Other Instrument - Asset Backed Securities |
$495,911.47 |
$541,219.60 |
|
030LTPARK PLACE SECURITIES |
2035-05-25 |
.7846 |
Other Instrument - Asset Backed Securities |
$577,049.31 |
$343,901.18 |
|
030M0RALI SER 2003-QS4 TRU |
2034-02-25 |
13.3943 |
Other Instrument - CMOs |
$512,087.09 |
$556,898.03 |
|
030M3RALI SERIES TRUST 200 |
2037-03-25 |
6 |
Other Instrument - CMOs |
$810,755.63 |
$201,444.95 |
|
030M4RESIDENTIAL ASSET SEC |
2033-12-25 |
5.33 |
Other Instrument - Asset Backed Securities |
$703,135.71 |
$704,413.66 |
|
030M8RESIDENTIAL ASSET SEC |
2032-03-25 |
6.349 |
Other Instrument - Asset Backed Securities |
$1,178,455.32 |
$1,184,253.54 |
|
030M9RESIDENTIAL ASSET SEC |
2035-08-25 |
.7446 |
Other Instrument - Asset Backed Securities |
$961,997.14 |
$809,021.41 |
|
030MBINDY MAC INDX MTG LOA |
2036-02-25 |
5.75 |
Other Instrument - CMOs |
$495,387.35 |
$430,264.48 |
|
030MDINDYMAC INDX MORTGAGE |
2036-05-25 |
6 |
Other Instrument - CMOs |
$983,447.37 |
$822,875.29 |
|
030MDRESIDENTIAL ASSET SEC |
2036-07-25 |
.5646 |
Other Instrument - CMOs |
$1,538,779.05 |
$674,499.50 |
|
030MDRESIDENTIAL ASSET SEC |
2036-08-25 |
.7646 |
Other Instrument - CMOs |
$1,536,887.40 |
$702,188.58 |
|
030MDRESIDENTIAL ASSET SEC |
2036-08-25 |
6.25 |
Other Instrument - CMOs |
$152,279.30 |
$139,752.40 |
|
030MIRFMSI SERIES 2003 S14 |
2034-06-25 |
6 |
Other Instrument - CMOs |
$424,381.11 |
$439,893.15 |
|
030MJRFMSI SER 2007 SI TRU |
2037-01-25 |
6 |
Other Instrument - CMOs |
$612,743.00 |
$142,793.39 |
|
030MNSTRUCTURED ASSET MORT |
2047-08-25 |
3.132 |
Other Instrument - CMOs |
$12,660,140.10 |
$999,569.62 |
|
030MQSTRUCT ASSET SEC CORP |
2031-01-25 |
3.3565 |
Other Instrument - CMOs |
$852,856.68 |
$840,532.44 |
|
030MUSTRUCTURED ASSET SECU |
2035-02-25 |
5.5 |
Other Instrument - CMOs |
$1,366,024.74 |
$1,290,933.28 |
|
030NASPECIALTY UNDERWRITIN |
2034-01-25 |
1.3646 |
Other Instrument - Asset Backed Securities |
$476,583.33 |
$475,538.67 |
|
030NASPECIALTY UNDERWRITIN |
2037-02-25 |
5.145 |
Other Instrument - Asset Backed Securities |
$894,896.60 |
$484,942.71 |
|
030NR144A REG S WACHOVIA B |
2048-10-15 |
.3288 |
Other Instrument - Commercial Mortgage-Backed Security |
$55,574,120.77 |
$457,063.78 |
|
030NTWELLS FARGO ALT LN 20 |
2037-07-25 |
2.6813 |
Other Instrument - CMOs |
$6,293,743.47 |
$5,311,616.69 |
|
030NTWELLS FARGO ALT LOAN, |
2037-06-25 |
5.9054 |
Other Instrument - CMOs |
$2,051,779.77 |
$341,405.20 |
|
030NTWELLS FARGO MBS 2006- |
2036-10-25 |
2.6212 |
Other Instrument - CMOs |
$2,907,374.60 |
$2,729,753.44 |
|
030NUWELLS FARGO MTGE BCKD |
2036-03-25 |
2.6279 |
Other Instrument - CMOs |
$346,646.80 |
$348,195.33 |
|
030P9WELLS FARGO AEEST SEC |
2034-07-25 |
4.7293 |
Other Instrument - CMOs |
$260,752.98 |
$193,597.10 |
|
030P9WELLS FARGO ASSET SEC |
2035-05-25 |
5.5 |
Other Instrument - CMOs |
$704,890.86 |
$693,085.09 |
|
030P9WELLS FARGO MTG BACKE |
2034-11-25 |
2.6154 |
Other Instrument - CMOs |
$14,098.76 |
$504.84 |
|
030PAWELLS FARGO MTGE BCKD |
2037-03-25 |
6 |
Other Instrument - CMOs |
$789,360.65 |
$759,675.19 |
|
030PB144A NGTON MUTUAL MTG |
2037-02-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$757,799.27 |
$504,633.44 |
|
030PBWASHINGTON MUTUAL MOR |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$1,525,523.65 |
$1,397,155.19 |
|
030PFAMERICAN HME MTGE INV |
2045-09-25 |
.4646 |
Other Instrument - Asset Backed Securities |
$1,362,572.50 |
$1,267,944.57 |
|
030PFAMERICAN HOME MORT IN |
2044-04-25 |
1.9336 |
Other Instrument - Asset Backed Securities |
$447,756.62 |
$436,230.25 |
|
030PFAMERICAN HOME MTGE IN |
2035-08-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$2,693.17 |
$1,488.09 |
|
030PFAMERICAN HOME MTGE IN |
2046-03-25 |
.348 |
Other Instrument - Asset Backed Securities |
$1,776,421.18 |
$449,300.32 |
|
0328XCWHEQ HME EQTY LOAN T |
2034-03-25 |
5.657 |
Other Instrument - Asset Backed Securities |
$2,264.33 |
$2,885.12 |
|
032F0RESIDENTIAL FDG MTG S |
2036-02-25 |
5.31 |
Other Instrument - Asset Backed Securities |
$211,471.74 |
$236,970.40 |
|
032F0RESIDENTIAL FUNDING M |
2036-02-25 |
6.26 |
Other Instrument - Asset Backed Securities |
$94,285.71 |
$92,215.80 |
|
032VPUBS BARCLAYS COML MTG |
2046-04-12 |
4.354 |
Other Instrument - Commercial Mortgage-Backed Security |
$12,552.57 |
$10,932.02 |
|
032VPUBS-BARCLAYS COML MTG |
2045-12-12 |
4.5014 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,085,034.34 |
$971,856.39 |
|
0335VJPMBB COML MTG SECS T |
2047-01-17 |
3.867 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,142,857.14 |
$2,236,295.81 |
|
033EAWAMU MORTGAGE PASS TH |
2036-11-25 |
2.5272 |
Other Instrument - CMOs |
$508,012.67 |
$443,393.29 |
|
033EAWAMU MORTGAGE PASS-TH |
2033-09-25 |
2.4433 |
Other Instrument - CMOs |
$106,116.42 |
$111,388.02 |
|
03468WAMU MTGE PASS THRU T |
2044-07-25 |
.7875 |
Other Instrument - CMOs |
$1,232,845.61 |
$654,227.82 |
|
035ETCWMBS INMC MTG PASS T |
2046-08-10 |
5.0495 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,993.20 |
$1,845.76 |
|
036A3HILTON USA TR 2013 HL |
2030-11-07 |
4.4533 |
Other Instrument - Commercial Mortgage-Backed Security |
$695,200.00 |
$711,239.15 |
|
036DLJPMBB COML MTG SECS T |
2045-11-17 |
1.6206 |
Other Instrument - Commercial Mortgage-Backed Security |
$63,141,401.65 |
$5,169,813.97 |
|
036JNAMERICAN AURLS 2013-2 |
2022-01-15 |
5.6 |
Other Instrument - Corporates |
$1,320,000.00 |
$1,320,030.00 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Barclays Capital, Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $440,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $440,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $439,956,891.67
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $439,956,891.67
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 6/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3F24
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,974,791.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,983,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,983,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.220%, 4/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UDH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $82,266,000.00
Item 41. The total current amortized cost, to the nearest cent: $82,228,294.74
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $82,236,384.24
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $82,236,384.24
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Matchpoint Master Trust
Item 27. The title of the issue (including coupon or yield): Matchpoint Master Trust, 0.230%, 3/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5766P1CH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
BNP Paribas SA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,991,566.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,993,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,993,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.235%, 2/23/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMU7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,990,697.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,995,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,995,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Salvation Army
Item 27. The title of the issue (including coupon or yield): Salvation Army, Series 2004-A, 0.110%, 2/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 795830AD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of New York Mellon |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of New York Mellon |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, N.A., 0.320%, 6/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125PH55
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $415,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $415,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $415,099,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $415,099,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.370%, 4/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
033EAWAMU |
2037-03-25 |
4.5296 |
Other Instrument - CMOs |
$1,811,685.15 |
$1,661,198.55 |
|
02J3YSLM CORP |
2014-05-15 |
5.375 |
Other Instrument - Corporates |
$7,000.00 |
$7,158.18 |
|
02J3YSLM CORP |
2017-01-25 |
6 |
Other Instrument - Corporates |
$96,000.00 |
$103,536.00 |
|
0289QUSBANK N A |
2014-02-04 |
6.3 |
Other Instrument - Corporates |
$293,000.00 |
$302,075.68 |
|
01BNANATIONSBANK |
2016-09-15 |
7.8 |
Other Instrument - Corporates |
$265,000.00 |
$313,282.12 |
|
01CDVEMBARQ CORP |
2036-06-01 |
7.995 |
Other Instrument - Corporates |
$1,000.00 |
$1,050.04 |
|
01E7EWELLS FARGO |
2086-12-01 |
5.95 |
Other Instrument - Corporates |
$168,000.00 |
$167,385.59 |
|
01BGNEL PASO CORP |
2017-06-15 |
7 |
Other Instrument - Corporates |
$649,500.00 |
$739,744.42 |
|
02BQ4WPP FIN 2010 |
2021-11-21 |
4.75 |
Other Instrument - Corporates |
$63,500.00 |
$68,143.51 |
|
02BQ4WPP FIN 2010 |
2022-09-07 |
3.625 |
Other Instrument - Corporates |
$397,500.00 |
$396,335.33 |
|
02BQ4WPP FIN 2010 |
2043-11-15 |
5.625 |
Other Instrument - Corporates |
$87,500.00 |
$91,103.58 |
|
02G5KWACHOVIA BNK |
2015-02-01 |
4.875 |
Other Instrument - Corporates |
$1,731,500.00 |
$1,846,982.39 |
|
01BCFALCOA INC PRF |
2037-02-01 |
5.95 |
Other Instrument - Corporates |
$127,000.00 |
$124,561.60 |
|
01BHNWACHOVIA CORP |
2018-02-01 |
5.75 |
Other Instrument - Corporates |
$6,358,500.00 |
$7,525,348.34 |
|
01BO2WELS FARGO CO |
2018-06-07 |
0 |
Other Instrument - Corporates |
$35,000.00 |
$39,861.50 |
|
02G5KWACHOVIA BANK |
2015-08-15 |
5 |
Other Instrument - Corporates |
$75,000.00 |
$81,549.42 |
|
01BO2WELLS FARGO CO |
2015-12-07 |
0 |
Other Instrument - MTN |
$12,500.00 |
$15,981.63 |
|
01BO2WELLS FARGO CO |
2016-07-20 |
1.25 |
Other Instrument - Corporates |
$1,584,000.00 |
$1,598,781.80 |
|
01BO2WELLS FARGO CO |
2018-09-10 |
0 |
Other Instrument - MTN |
$50,500.00 |
$53,658.78 |
|
01BO2WELLS FARGO CO |
2043-11-02 |
5.375 |
Other Instrument - Corporates |
$1,469,500.00 |
$1,533,899.41 |
|
01BFGCENTURYTEL, INC |
2021-06-15 |
6.45 |
Other Instrument - Corporates |
$676,599.00 |
$710,930.76 |
|
01MQ3WEA FINANCE LLC |
2021-05-10 |
4.625 |
Other Instrument - Corporates |
$25,000.00 |
$26,991.91 |
|
01W0BREGIONS BANK,LA |
2018-05-15 |
7.5 |
Other Instrument - Corporates |
$9,000.00 |
$10,803.45 |
|
02J3YSLM CORPORATION |
2015-04-15 |
5 |
Other Instrument - Corporates |
$74,000.00 |
$78,234.45 |
|
02J3YSLM CORPRATION' |
2014-11-14 |
5.05 |
Other Instrument - Corporates |
$1,500.00 |
$1,557.45 |
|
XXXX GENERAL MTRS CO |
2043-10-02 |
6.25 |
Other Instrument - CBND |
$75,000.00 |
$81,049.48 |
|
01BDNBAKER HUGHES INC |
2018-11-15 |
7.5 |
Other Instrument - Corporates |
$152,500.00 |
$191,302.61 |
|
01BE4THE BEAR STEARNS |
2015-10-30 |
5.3 |
Other Instrument - Corporates |
$287,000.00 |
$312,054.31 |
|
01BO2WELLS FARGO & CO |
2014-07-08 |
0 |
Other Instrument - MTN |
$7,500.00 |
$6,835.58 |
|
01BO2WELLS FARGO & CO |
2015-03-06 |
0 |
Other Instrument - MTN |
$58,500.00 |
$68,043.69 |
|
01BO2WELLS FARGO & CO |
2015-04-15 |
3.625 |
Other Instrument - Corporates |
$7,411,131.50 |
$7,761,630.68 |
|
01BO2WELLS FARGO & CO |
2015-07-01 |
1.5 |
Other Instrument - Corporates |
$2,679,500.00 |
$2,718,058.01 |
|
01BO2WELLS FARGO & CO |
2016-01-07 |
0 |
Other Instrument - Corporates |
$30,500.00 |
$38,368.39 |
|
01BO2WELLS FARGO & CO |
2018-08-07 |
0 |
Other Instrument - MTN |
$5,000.00 |
$5,475.70 |
|
01BO2WELLS FARGO & CO |
2018-10-05 |
0 |
Other Instrument - MTN |
$87,500.00 |
$92,661.63 |
|
01BO2WELLS FARGO & CO |
2019-07-08 |
0 |
Other Instrument - MTN |
$26,500.00 |
$28,285.57 |
|
01BO2WELLS FARGO & CO |
2021-07-31 |
2 |
Other Instrument - Corporates |
$37,500.00 |
$39,054.96 |
|
01BO2WELLS FARGO N CO |
2014-04-15 |
4.625 |
Other Instrument - Corporates |
$5,000.00 |
$5,110.74 |
|
021TIWELLS FARGO BANK |
2016-05-16 |
5.75 |
Other Instrument - Corporates |
$257,500.00 |
$288,155.09 |
|
0289KBOYD ACQ SUB LLC |
2018-02-15 |
8.375 |
Other Instrument - Corporates |
$5,114,000.00 |
$5,720,612.73 |
|
02G5KWACHOVIA BANK NA |
2016-03-15 |
5.6 |
Other Instrument - Corporates |
$392,500.00 |
$438,978.11 |
|
030NTWELLS FARGO COML |
2045-10-17 |
4.693 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,104,000.00 |
$3,133,704.59 |
|
01STWEKSPORTFINANS ASA |
2014-11-17 |
3 |
Other Instrument - Corporates |
$13,000.00 |
$13,171.17 |
|
02KN4WELLPOINT INC COM |
2015-09-10 |
1.25 |
Other Instrument - Corporates |
$17,500.00 |
$17,738.10 |
|
02KN4WELLPOINT INC COM |
2020-08-15 |
4.35 |
Other Instrument - Corporates |
$2,000.00 |
$2,189.14 |
|
02KN4WELLPOINT INC COM |
2034-12-15 |
5.95 |
Other Instrument - Corporates |
$5,500.00 |
$6,307.97 |
|
02KN4WELLPOINT INC COM |
2036-01-15 |
5.85 |
Other Instrument - Corporates |
$109,000.00 |
$122,040.76 |
|
02KN4WELLPOINT INC COM |
2037-06-15 |
6.375 |
Other Instrument - Corporates |
$133,000.00 |
$159,566.20 |
|
01BDWBANK OF NY COMPANY |
2019-01-15 |
2.1 |
Other Instrument - Corporates |
$291,000.00 |
$292,503.50 |
|
01BO2WELLS FARGO & COMP |
2015-10-28 |
.4381 |
Other Instrument - Corporates |
$8,924,000.00 |
$8,905,763.88 |
|
02G8TCNTL RESOURCES INC |
2022-09-15 |
5 |
Other Instrument - Corporates |
$211,288.00 |
$221,881.75 |
|
02L3ZEASTON BELL SPORTS |
2016-12-01 |
9.75 |
Other Instrument - Corporates |
$3,906,000.00 |
$4,130,595.00 |
|
01BTWVULCAN MATERIALS CO |
2017-11-30 |
6.4 |
Other Instrument - Corporates |
$57,500.00 |
$66,317.31 |
|
01DUX144A/REG S WEA FIN. |
2016-10-01 |
5.7 |
Other Instrument - Corporates |
$120,000.00 |
$136,057.20 |
|
02G0YUNION BANK OF CA NA |
2016-06-06 |
3 |
Other Instrument - Corporates |
$94,166.00 |
$99,226.80 |
|
02KN4WELLPOINT INC COM < |
2018-01-15 |
1.875 |
Other Instrument - Corporates |
$16,500.00 |
$16,459.80 |
|
02KN4WELLPOINT INC COM < |
2022-05-15 |
3.125 |
Other Instrument - Corporates |
$21,000.00 |
$20,218.32 |
|
01BFHJP MORGAN CHASE & CO |
2099-12-31 |
7.9 |
Other Instrument - Corporates |
$126,500.00 |
$142,460.44 |
|
01BNABANK OF AMERICA CORP |
2099-12-29 |
5.2 |
Other Instrument - Corporates |
$12,500.00 |
$11,302.09 |
|
01C5OEXPRESS SCRIPTS HLDG |
2021-11-15 |
4.75 |
Other Instrument - Corporates |
$36,009.50 |
$39,373.43 |
|
01D6VWA REAL STATE INV TR |
2022-10-15 |
3.95 |
Other Instrument - Corporates |
$1,086,986.00 |
$1,061,877.23 |
|
01RW5IAI ANTERO RESOURCES |
2021-11-01 |
5.375 |
Other Instrument - Corporates |
$4,812,500.00 |
$4,923,137.37 |
|
01WA5WELLS FARGO COMM MTG |
2043-11-18 |
5.5848 |
Other Instrument - Commercial Mortgage-Backed Security |
$9,360,476.00 |
$9,996,752.43 |
|
02KJUIASIS HEALTHCARE LLC |
2019-05-15 |
8.375 |
Other Instrument - Corporates |
$865,840.00 |
$939,592.73 |
|
030NTWELLS FARGO COML MTG |
2045-10-17 |
2.1364 |
Other Instrument - Commercial Mortgage-Backed Security |
$262,723.23 |
$31,150.53 |
|
030PAWELLS FARGO MTG 2011 |
2035-10-25 |
5.1509 |
Other Instrument - CMO |
$1,431,377.22 |
$1,459,182.19 |
|
01BFHJ P MORGAN CHASE & CO |
2021-08-15 |
4.35 |
Other Instrument - Corporates |
$194,500.00 |
$210,652.90 |
|
01BG4R R DONNELLEY SONS CO |
2021-03-15 |
7.875 |
Other Instrument - Corporates |
$1,108,000.00 |
$1,262,843.00 |
|
01BHNWACHOVIA CORP 2ND NEW |
2014-02-15 |
4.875 |
Other Instrument - Corporates |
$85,000.00 |
$87,031.43 |
|
01BNAGCB MERRILL LYNCH & C |
2018-07-15 |
6.5 |
Other Instrument - Corporates |
$265,500.00 |
$314,606.59 |
|
01BO2WELLS FARGO & COMPANY |
2014-11-15 |
5 |
Other Instrument - Corporates |
$142,500.00 |
$148,978.84 |
|
01BO2WELLS FARGO CO MTN BE |
2022-03-08 |
3.5 |
Other Instrument - Corporates |
$595,000.00 |
$609,335.21 |
|
01BTWVULCAN MATERIALS CO,N |
2037-11-30 |
7.15 |
Other Instrument - Corporates |
$5,500.00 |
$5,511.64 |
|
01MQ3144A/REG S WEA FINANC |
2018-04-15 |
7.125 |
Other Instrument - Corporates |
$172,500.00 |
$209,142.31 |
|
01OSPSALLY HOLDINGS LLC/SA |
2022-06-01 |
5.75 |
Other Instrument - Corporates |
$354,458.50 |
$364,058.42 |
|
01PR0GENERAL ELEC CAP CORP |
2018-04-02 |
1.625 |
Other Instrument - Corporates |
$314,424.00 |
$314,396.18 |
|
01PR0GENERAL ELEC CAPT COR |
2015-12-11 |
.8426 |
Other Instrument - Corporates |
$153,225.50 |
$154,467.87 |
|
01Q9QWESTFIELD WEA FINANCE |
2015-09-02 |
5.75 |
Other Instrument - Corporates |
$72,000.00 |
$79,102.70 |
|
01Q9QWESTFIELD WEA FINANCE |
2019-09-02 |
6.75 |
Other Instrument - Corporates |
$2,637,500.00 |
$3,224,363.53 |
|
01RDQHARTFORD FINANCIAL SE |
2068-06-15 |
8.125 |
Other Instrument - Corporates |
$5,000.00 |
$5,864.41 |
|
0231RGULFMARK OFFSHORE INC |
2022-03-15 |
6.375 |
Other Instrument - Corporates |
$1,376,000.00 |
$1,422,898.67 |
|
028HVCRESTWOOD MIDSTREAM P |
2022-03-01 |
6.125 |
Other Instrument - Corporates |
$1,047,585.00 |
$1,080,889.48 |
|
02G13HOST HOTELS & RESORTS |
2023-03-01 |
4.75 |
Other Instrument - Corporates |
$1,197,000.00 |
$1,259,473.43 |
|
02HJ5RIO TINTO FINANCE (US |
2021-05-20 |
4.125 |
Other Instrument - Corporates |
$304,000.00 |
$322,302.45 |
|
02JKNVORNADO REALTY LP INC |
2022-01-15 |
5 |
Other Instrument - Corporates |
$160,000.00 |
$170,873.96 |
|
02KJTARCH CAP GROUP U S I |
2043-11-01 |
5.144 |
Other Instrument - Corporates |
$2,040,390.50 |
$2,155,920.59 |
|
02TBXCONSOLIDATED COMMUNIC |
2020-06-01 |
10.875 |
Other Instrument - Corporates |
$1,216,500.00 |
$1,427,106.56 |
|
02XNDHLSS SERVICER ADVANCE |
2046-01-16 |
1.4953 |
Other Instrument - Asset Backed Securities |
$943,719.50 |
$943,025.47 |
|
02XUZWF RBS COML TR 2011 C |
2044-02-18 |
4.869 |
Other Instrument - Commercial Mortgage-Backed Security |
$87,339.50 |
$96,477.83 |
|
02XUZWFRBS COML MTG 2012 C |
2045-06-16 |
4.7827 |
Other Instrument - Commercial Mortgage-Backed Security |
$112,500.00 |
$118,500.49 |
|
02XUZWFRBS COML MTG TR 201 |
2044-03-17 |
1.6699 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,263,730.97 |
$356,724.53 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.8093 |
Other Instrument - CMOs |
$8,156,859.30 |
$8,185,066.08 |
|
030NTWELLS FARGO ALTERNATI |
2037-07-25 |
7 |
Other Instrument - CMOs |
$3,110,006.45 |
$2,087,717.53 |
|
030NTWELLS FARGO HOME EQTY |
2034-10-25 |
1.3646 |
Other Instrument - Asset Backed Securities |
$324,410.26 |
$288,347.01 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
5.2362 |
Other Instrument - CMOs |
$1,768,167.12 |
$1,818,113.78 |
|
030PAWELLS FARGO MTG LN TR |
2036-06-27 |
5.6741 |
Other Instrument - CMO |
$6,081,197.76 |
$6,153,572.87 |
|
030PAWELLS FARGO MTG LN TR |
2036-06-27 |
5.6754 |
Other Instrument - CMO |
$6,246,314.99 |
$4,973,500.87 |
|
030PAWELLS FARGO MTG TR SE |
2036-06-27 |
5.0437 |
Other Instrument - CMO |
$4,599,940.34 |
$4,626,801.30 |
|
031XGWFRBS COML MTG TR 201 |
2045-03-17 |
2.63 |
Other Instrument - Commercial Mortgage-Backed Security |
$47,500.00 |
$46,817.85 |
|
035F7WFRBS COML MTG TR 201 |
2046-09-17 |
1.0804 |
Other Instrument - Commercial Mortgage-Backed Security |
$117,752,513.27 |
$7,335,396.93 |
|
037B3WFRBS COML MTG TR 201 |
2046-12-17 |
5.1271 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,500,000.00 |
$2,562,679.24 |
|
037VRWFRBS COML MTG TR 201 |
2046-03-16 |
.5344 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,576,207.50 |
$97,901.15 |
|
037VRWFRBS COML MTG TR 201 |
2046-03-16 |
1.1588 |
Other Instrument - Commercial Mortgage-Backed Security |
$26,551,643.06 |
$1,760,032.27 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,025,680.19
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $125,025,680.19
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: PNC Bank, N.A.
Item 27. The title of the issue (including coupon or yield): PNC Bank, N.A., 0.490%, 2/18/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69353RBJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $320,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $320,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $320,001,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $320,001,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 9/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3JC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,458,187.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,460,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,460,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: University of California (The Regents of)
Item 27. The title of the issue (including coupon or yield): University of California (The Regents of), Series 2011 Z-2, 0.090%, 7/1/2041
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91412GEY7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
University of California (The Regents of) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Securities LLC, 0.340%, 3/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 466999000
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
ACE |
2036-07-25 |
.308 |
Other Instrument - Asset Backed Securities |
$3,937,500.00 |
$1,442,391.86 |
|
CWL |
2037-08-25 |
.298 |
Other Instrument - Asset Backed Securities |
$1,125.00 |
$867.78 |
|
HASC |
2037-04-25 |
.338 |
Other Instrument - Asset Backed Securities |
$6,075,562.50 |
$3,591,173.60 |
|
HEAT |
2036-10-25 |
.308 |
Other Instrument - Asset Backed Securities |
$2,467.48 |
$2,027.00 |
|
MSAC |
2037-05-25 |
.298 |
Other Instrument - Asset Backed Securities |
$3,515,008.18 |
$2,059,346.12 |
|
RAAC |
2036-05-25 |
.688 |
Other Instrument - Asset Backed Securities |
$2,812,500.00 |
$1,355,029.70 |
|
RAMP |
2032-03-25 |
6.95263 |
Other Instrument - Asset Backed Securities |
$162,647.28 |
$40,811.75 |
|
SVHE |
2036-05-25 |
.458 |
Other Instrument - Asset Backed Securities |
$56,225.61 |
$5,410.85 |
|
JPMAC |
2037-05-25 |
.438 |
Other Instrument - Asset Backed Securities |
$1,125,000.00 |
$148,169.06 |
|
LBUBS |
2040-02-15 |
5.533 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,250,000.00 |
$2,064,496.01 |
|
144A LCM 5A D |
2019-03-21 |
1.59585 |
Other Instrument - ABS |
$1,125,000.00 |
$1,056,568.67 |
|
CWL 2003-3 M4 |
2033-03-25 |
2.258 |
Other Instrument - Asset Backed Securities |
$539,399.54 |
$52,428.34 |
|
SACO 2006-6 A |
2036-06-25 |
.418 |
Other Instrument - Asset Backed Securities |
$3,699,519.99 |
$5,380,396.95 |
|
CWL 2005-12 M2 |
2036-02-25 |
.648 |
Other Instrument - Asset Backed Securities |
$3,375,000.00 |
$1,949,231.23 |
|
CWL 2006-2 2A3 |
2036-06-25 |
.458 |
Other Instrument - Asset Backed Securities |
$1,270,125.00 |
$1,006,007.05 |
|
CWL 2006-5 2A3 |
2036-08-25 |
.448 |
Other Instrument - Asset Backed Securities |
$3,773,812.50 |
$2,875,687.73 |
|
CWL 2006-S2 A3 |
2027-07-25 |
5.841 |
Other Instrument - Asset Backed Securities |
$2,078,660.78 |
$2,237,691.92 |
|
CWL 2006-S3 A5 |
2021-06-25 |
6.111 |
Other Instrument - Asset Backed Securities |
$1,615,375.11 |
$1,822,987.26 |
|
CWL 2006-S4 A3 |
2034-07-25 |
5.804 |
Other Instrument - Asset Backed Securities |
$3,332.11 |
$4,155.00 |
|
CWL 2006-S4 A6 |
2034-07-25 |
5.834 |
Other Instrument - Asset Backed Securities |
$2,318,043.44 |
$2,975,208.01 |
|
CWL 2007-1 2A3 |
2037-07-25 |
.298 |
Other Instrument - Asset Backed Securities |
$6,945.75 |
$4,888.54 |
|
FMI 2006-2 2A2 |
2036-07-25 |
.328 |
Other Instrument - Asset Backed Securities |
$684,724.72 |
$379,120.79 |
|
INDS 2006-1 A5 |
2036-05-25 |
6.522 |
Other Instrument - Asset Backed Securities |
$2,111,352.92 |
$1,918,487.28 |
|
INDS 2006-2B A |
2036-10-25 |
.328 |
Other Instrument - Asset Backed Securities |
$3,479,847.72 |
$1,244,057.94 |
|
LXS 2007-1 1A2 |
2037-02-25 |
.318 |
Other Instrument - Asset Backed Securities |
$12,655,646.55 |
$7,669,009.90 |
|
MSIX 2006-1 A3 |
2036-07-25 |
.308 |
Other Instrument - Asset Backed Securities |
$1,011,903.78 |
$571,444.09 |
|
SACO 2006-5 1A |
2036-04-25 |
.308 |
Other Instrument - Asset Backed Securities |
$180,885.34 |
$257,227.96 |
|
SACO 2007-1 A1 |
2037-01-25 |
.318 |
Other Instrument - Asset Backed Securities |
$2,318,966.19 |
$2,708,954.21 |
|
ACE 2004-HE1 M3 |
2034-03-25 |
1.508 |
Other Instrument - Asset Backed Securities |
$750,937.50 |
$275,574.11 |
|
ARSI 2005-W3 M1 |
2035-11-25 |
.598 |
Other Instrument - Asset Backed Securities |
$5,343,750.00 |
$3,653,713.11 |
|
BSSLT 2007-1 3A |
2037-08-25 |
.598 |
Other Instrument - Asset Backed Securities |
$3,285,209.48 |
$4,918,560.02 |
|
CSAB 2006-3 A1A |
2036-11-25 |
6 |
Other Instrument - Asset Backed Securities |
$446,493.02 |
$232,662.26 |
|
CWHEL 2004-L 2A |
2034-02-15 |
.44 |
Other Instrument - Asset Backed Securities |
$65,324.87 |
$48,418.29 |
|
CWHEL 2004-N 2A |
2034-02-15 |
.44 |
Other Instrument - Asset Backed Securities |
$95,007.73 |
$77,593.79 |
|
CWHEL 2004-U 2A |
2034-03-15 |
.43 |
Other Instrument - Asset Backed Securities |
$1,088,622.02 |
$626,038.36 |
|
CWHEL 2006-B 2A |
2036-05-15 |
.33 |
Other Instrument - Asset Backed Securities |
$249,227.67 |
$324,029.23 |
|
CWL 2001-BC3 M1 |
2031-12-25 |
.708 |
Other Instrument - Asset Backed Securities |
$371,715.25 |
$20,483.74 |
|
CWL 2006-12 2A3 |
2036-12-25 |
.418 |
Other Instrument - Asset Backed Securities |
$5,625,000.00 |
$3,708,540.20 |
|
CWL 2007-12 2A3 |
2047-08-25 |
.958 |
Other Instrument - Asset Backed Securities |
$2,219.63 |
$1,818.75 |
|
GPMF 2005-HE3 A |
2030-09-15 |
.34 |
Other Instrument - Asset Backed Securities |
$2,073,392.49 |
$1,655,873.06 |
|
INABS 2006-H2 A |
2036-06-28 |
.3112 |
Other Instrument - Asset Backed Securities |
$641,022.92 |
$513,301.20 |
|
LXS 2005-5N 1A3 |
2035-11-25 |
.588 |
Other Instrument - Asset Backed Securities |
$6,923.53 |
$4,096.89 |
|
LXS 2007-3 4BIO |
2037-03-25 |
6.532 |
Other Instrument - Asset Backed Securities |
$5,491,784.87 |
$1,115,767.04 |
|
LXS 2007-6 2AIO |
2037-05-25 |
6.112 |
Other Instrument - Asset Backed Securities |
$736,911.90 |
$93,245.99 |
|
MSHEL 2005-1 M5 |
2034-12-25 |
.908 |
Other Instrument - Asset Backed Securities |
$1,350,000.00 |
$331,724.25 |
|
MSHEL 2006-3 A4 |
2036-04-25 |
.418 |
Other Instrument - Asset Backed Securities |
$821,250.00 |
$474,257.47 |
|
OOMLT 2003-2 M2 |
2033-04-25 |
2.708 |
Other Instrument - Asset Backed Securities |
$17,406.51 |
$15,423.84 |
|
OOMLT 2005-1 M2 |
2035-02-25 |
.698 |
Other Instrument - Asset Backed Securities |
$805,056.45 |
$120,446.06 |
|
RAMC 2006-3 AF3 |
2036-11-25 |
5.586 |
Other Instrument - Asset Backed Securities |
$8,318.00 |
$5,045.92 |
|
RAMC 2006-3 AF4 |
2036-11-25 |
5.812 |
Other Instrument - Asset Backed Securities |
$8,872.53 |
$5,625.50 |
|
RAMC 2007-1 AF2 |
2037-04-25 |
5.512 |
Other Instrument - Asset Backed Securities |
$498,449.88 |
$262,130.47 |
|
SACO 2006-5 2A3 |
2036-05-25 |
.338 |
Other Instrument - Asset Backed Securities |
$1,691,341.39 |
$2,123,712.70 |
|
SAIL 2004-10 M4 |
2034-11-25 |
1.708 |
Other Instrument - Asset Backed Securities |
$142,799.55 |
$10,319.73 |
|
TMTS 2006-6 1A1 |
2037-07-25 |
0 |
Other Instrument - Asset Backed Securities |
$10,818,094.05 |
$5,047,220.12 |
|
ACE 2006-HE2 A2D |
2036-05-25 |
.428 |
Other Instrument - Asset Backed Securities |
$13,500.00 |
$7,654.57 |
|
ACE 2006-HE3 A2C |
2036-06-25 |
.308 |
Other Instrument - Asset Backed Securities |
$2,289,556.98 |
$1,339,376.64 |
|
CARR 2006-NC3 A3 |
2036-08-25 |
.308 |
Other Instrument - Asset Backed Securities |
$292,500.00 |
$181,559.49 |
|
FFMER 2007-4 2A2 |
2037-07-25 |
.278 |
Other Instrument - Asset Backed Securities |
$20,473,931.38 |
$12,336,760.59 |
|
FFML 2004-FF8 M3 |
2034-10-25 |
1.108 |
Other Instrument - Asset Backed Securities |
$212,162.88 |
$163,730.53 |
|
FFML 2006-FFB A3 |
2026-12-25 |
6.055 |
Other Instrument - Asset Backed Securities |
$10,125,000.00 |
$1,384,926.26 |
|
GSAA 2005-11 3A2 |
2035-10-25 |
.478 |
Other Instrument - Asset Backed Securities |
$1,516,367.06 |
$1,079,452.31 |
|
GSAA 2006-11 2A2 |
2036-07-25 |
.318 |
Other Instrument - Asset Backed Securities |
$3,369,114.43 |
$1,614,099.47 |
|
GSAA 2006-19 A3B |
2036-12-25 |
.418 |
Other Instrument - Asset Backed Securities |
$5,343,750.00 |
$303,092.44 |
|
IXIS 2006-HE2 A3 |
2036-08-25 |
.318 |
Other Instrument - Asset Backed Securities |
$4,692,599.64 |
$2,074,012.63 |
|
LBMLT 2006-9 2A2 |
2036-10-25 |
.268 |
Other Instrument - Asset Backed Securities |
$8,904.58 |
$4,179.27 |
|
MABS 2006-AM3 A4 |
2036-10-25 |
.398 |
Other Instrument - Asset Backed Securities |
$3,998,655.00 |
$2,394,451.59 |
|
MSAC 2003-HE3 M3 |
2033-10-25 |
3.158 |
Other Instrument - Asset Backed Securities |
$15,009.30 |
$13,504.60 |
|
MSAC 2004-HE1 M1 |
2034-01-25 |
.728 |
Other Instrument - Asset Backed Securities |
$2,307,369.66 |
$2,115,736.01 |
|
MSAC 2005-NC1 B1 |
2035-01-25 |
1.408 |
Other Instrument - Asset Backed Securities |
$376,346.17 |
$246,920.19 |
|
NCSLT 2007-3 A3L |
2038-03-25 |
1.008 |
Other Instrument - Asset Backed Securities |
$2,812,500.00 |
$1,434,689.97 |
|
NTIX 2007-HE2 A2 |
2037-07-25 |
.408 |
Other Instrument - Asset Backed Securities |
$2,505.48 |
$1,276.09 |
|
NTIX 2007-HE2 A3 |
2037-07-25 |
.458 |
Other Instrument - Asset Backed Securities |
$1,489,255.11 |
$761,267.90 |
|
NTIX 2007-HE2 A4 |
2037-07-25 |
.558 |
Other Instrument - Asset Backed Securities |
$2,736,982.30 |
$1,411,282.51 |
|
RASC 2006-KS1 M2 |
2036-02-25 |
.558 |
Other Instrument - Asset Backed Securities |
$1,350,000.00 |
$809,244.70 |
|
SABR 2006-FR3 A3 |
2036-05-25 |
.408 |
Other Instrument - Asset Backed Securities |
$2,189,512.83 |
$1,223,829.65 |
|
SABR 2006-OP1 M4 |
2035-10-25 |
.708 |
Other Instrument - Asset Backed Securities |
$3,744,898.31 |
$2,187,074.38 |
|
SACO 2005-WM2 M1 |
2035-07-25 |
.708 |
Other Instrument - Asset Backed Securities |
$770,766.93 |
$1,045,780.61 |
|
SACO 2005-WM3 A3 |
2035-09-25 |
.858 |
Other Instrument - Asset Backed Securities |
$91,606.77 |
$87,729.90 |
|
SAIL 2003-BC11 B |
2033-10-25 |
4.658 |
Other Instrument - Asset Backed Securities |
$42,158.28 |
$5,140.19 |
|
SAIL 2003-BC4 M2 |
2033-06-25 |
3.158 |
Other Instrument - Asset Backed Securities |
$147,949.49 |
$113,566.80 |
|
SVHE 2006-EQ2 A2 |
2037-01-25 |
.268 |
Other Instrument - Asset Backed Securities |
$1,550,129.58 |
$943,818.42 |
|
144A ALESC 8A A1A |
2035-12-23 |
.72556 |
Other Instrument - ABS |
$9,449,347.78 |
$7,484,501.63 |
|
ABSHE 2005-HE7 M4 |
2035-07-25 |
1.408 |
Other Instrument - Asset Backed Securities |
$2,812,500.00 |
$1,104,869.71 |
|
ACE 2007-ASP2 A2C |
2037-06-25 |
.378 |
Other Instrument - Asset Backed Securities |
$4,655,019.11 |
$3,502,601.40 |
|
BSABS 2007-AQ1 A3 |
2036-11-25 |
.458 |
Other Instrument - Asset Backed Securities |
$1,296,094.83 |
$291,108.88 |
|
BSABS 2007-AQ2 A3 |
2037-01-25 |
.378 |
Other Instrument - Asset Backed Securities |
$12,678,049.95 |
$1,551,089.60 |
|
GMACM 2005-HE3 A3 |
2036-02-25 |
.398 |
Other Instrument - ABS |
$4,618,016.51 |
$4,171,676.74 |
|
JPMAC 2006-HE3 A5 |
2036-11-25 |
.398 |
Other Instrument - Asset Backed Securities |
$5,613,695.83 |
$3,476,271.56 |
|
JPMAC 2006/CH1 M9 |
2036-07-25 |
1.958 |
Other Instrument - Asset Backed Securities |
$702,000.00 |
$13,899.56 |
|
JPMAC 2007-CH3 M2 |
2037-03-25 |
.478 |
Other Instrument - Asset Backed Securities |
$75,937.50 |
$21,807.38 |
|
JPMAC 2007-CH3 M3 |
2037-03-25 |
.528 |
Other Instrument - Asset Backed Securities |
$1,040,625.00 |
$102,544.58 |
|
JPMAC 2007-CH4 M1 |
2037-05-25 |
.388 |
Other Instrument - Asset Backed Securities |
$61,875.00 |
$29,486.71 |
|
JPMAC 2007-CH4 M3 |
2037-05-25 |
.448 |
Other Instrument - Asset Backed Securities |
$1,237,500.00 |
$24,426.05 |
|
MABS 2006-WMC3 A5 |
2036-08-25 |
.398 |
Other Instrument - Asset Backed Securities |
$3,750,439.75 |
$1,881,705.53 |
|
MSAC 2005-WMC2 M4 |
2035-02-25 |
.778 |
Other Instrument - Asset Backed Securities |
$2,742,187.50 |
$1,907,929.25 |
|
MSAC 2007-NC3 A2B |
2037-05-25 |
.298 |
Other Instrument - Asset Backed Securities |
$8,122.62 |
$5,024.64 |
|
RAMP 2005-RS9 AI4 |
2035-11-25 |
.478 |
Other Instrument - Asset Backed Securities |
$4,393,874.45 |
$2,561,742.46 |
|
RASC 2006-EMX5 A4 |
2036-07-25 |
.418 |
Other Instrument - Asset Backed Securities |
$8,326,125.00 |
$4,700,001.56 |
|
RFMS2 2006-HI3 A4 |
2036-02-25 |
6.31 |
Other Instrument - Asset Backed Securities |
$46,125.00 |
$41,113.77 |
|
SABR 2006-WM2 A2C |
2036-09-25 |
.318 |
Other Instrument - Asset Backed Securities |
$4,906.83 |
$1,651.11 |
|
SABR 2006-WM2 A2D |
2036-09-25 |
.398 |
Other Instrument - Asset Backed Securities |
$4,381,876.74 |
$1,502,590.59 |
|
SASC 2004-GEL2 B |
2034-07-25 |
5.5 |
Other Instrument - Asset Backed Securities |
$67,121.74 |
$33,172.19 |
|
WMHE 2007-HE2 2A4 |
2037-04-25 |
.518 |
Other Instrument - Asset Backed Securities |
$4,873,754.53 |
$2,413,088.26 |
|
144A GSC 2006-7A D |
2020-05-25 |
2.2876 |
Other Instrument - ABS |
$2,531,250.00 |
$2,497,162.68 |
|
BSABS 2006-SD4 2A2 |
2036-10-25 |
3.94018 |
Other Instrument - CMOs |
$1,823,417.26 |
$355,667.52 |
|
CMLTI 2006-WFH2 M1 |
2036-08-25 |
.428 |
Other Instrument - Asset Backed Securities |
$535,628.25 |
$362,977.38 |
|
CMLTI 2007-WFH1 M1 |
2037-01-25 |
.418 |
Other Instrument - Asset Backed Securities |
$1,687,500.00 |
$1,164,915.33 |
|
JPMAC 2005-FLD1 M6 |
2035-07-25 |
.878 |
Other Instrument - Asset Backed Securities |
$2,812,500.00 |
$397,462.97 |
|
JPMAC 2006-WMC3 A3 |
2036-08-25 |
.268 |
Other Instrument - Asset Backed Securities |
$112,508.42 |
$58,283.44 |
|
JPMAC 2007-CH1 MV6 |
2036-11-25 |
.708 |
Other Instrument - Asset Backed Securities |
$3,495,375.00 |
$2,164,120.75 |
|
JPMAC 2007-CH2 AF3 |
2037-01-25 |
5.23326 |
Other Instrument - Asset Backed Securities |
$1,125,000.00 |
$814,753.11 |
|
RAMP 2004-RS1 MII2 |
2034-01-25 |
2.333 |
Other Instrument - Asset Backed Securities |
$315,455.29 |
$142,693.37 |
|
RASC 2004-KS3 MII2 |
2034-04-25 |
1.208 |
Other Instrument - Asset Backed Securities |
$636,873.11 |
$507,675.66 |
|
144A APID 2007-CA C |
2020-05-14 |
2.48925 |
Other Instrument - ABS |
$1,406,250.00 |
$1,348,322.42 |
|
SACO I TRUST 2006-4 |
2036-03-25 |
.328 |
Other Instrument - Asset Backed Securities |
$248,689.41 |
$348,198.61 |
|
144A CRELT 2006-1A B |
2037-01-20 |
.62635 |
Other Instrument - ABS |
$1,501,875.00 |
$1,201,449.80 |
|
144A DRYD 2006-16A C |
2020-10-20 |
1.6366 |
Other Instrument - ABS |
$1,968,750.00 |
$1,890,117.42 |
|
144A ELAT 2007-2 A2D |
2037-05-25 |
1.658 |
Other Instrument - Asset Backed Securities |
$5,747,062.50 |
$3,702,184.17 |
|
144A LANDM 2007-9A C |
2021-04-15 |
.9389 |
Other Instrument - ABS |
$3,937,500.00 |
$3,748,808.01 |
|
144A MDPK 2006-2A B1 |
2020-03-25 |
1.06938 |
Other Instrument - ABS |
$2,250,000.00 |
$2,192,234.87 |
|
144A MDPK 2006-2A C1 |
2020-03-25 |
2.04685 |
Other Instrument - ABS |
$1,687,500.00 |
$1,638,730.20 |
|
144A TRAP 2005-9A A1 |
2040-01-27 |
.569 |
Other Instrument - ABS |
$1,972,234.69 |
$1,542,123.13 |
|
144A VENTR 2006-7A C |
2022-01-20 |
.9366 |
Other Instrument - ABS |
$2,812,500.00 |
$2,624,788.45 |
|
144A VENTR 2007-8A E |
2021-07-22 |
4.4866 |
Other Instrument - ABS |
$2,812,500.00 |
$2,597,419.70 |
|
144A ARCAP 2006-RR7 B |
2045-09-27 |
6.106 |
Other Instrument - Commercial Mortgage-Backed Security |
$11,250,000.00 |
$68,550.00 |
|
144A GKKRE 2007-1A A1 |
2056-08-15 |
.5206 |
Other Instrument - ABS |
$66,872.08 |
$56,795.46 |
|
144A OCT10 2006-10A D |
2020-10-18 |
1.6366 |
Other Instrument - ABS |
$1,125,000.00 |
$1,071,944.43 |
|
144A NMCRE 2007-2A A1A |
2042-05-21 |
.4891 |
Other Instrument - ABS |
$17,841,329.16 |
$17,175,439.11 |
|
144A SASC 2007-GEL1 A2 |
2037-01-25 |
.348 |
Other Instrument - Asset Backed Securities |
$1,304,437.50 |
$805,823.17 |
|
ABS CONSECO FIN (00-4) |
2032-05-01 |
8.31 |
Other Instrument - Asset Backed Securities |
$13,054,436.66 |
$9,708,124.49 |
|
ABS GREENTREE FNCL96-4 |
2027-06-15 |
7.75 |
Other Instrument - ABS |
$3,520,475.44 |
$3,416,802.90 |
|
BSABS 2007-AC3 (AC73) |
2037-04-25 |
.558 |
Other Instrument - Asset Backed Securities |
$1,945,617.07 |
$1,070,849.13 |
|
144A CECDO 2007-14A A2B |
2021-04-15 |
.5689 |
Other Instrument - ABS |
$18,000.00 |
$16,877.41 |
|
144A TBRNA 2006-6A A1BF |
2036-12-05 |
.59775 |
Other Instrument - ABS |
$5,498,220.62 |
$4,406,338.10 |
|
144A JPMAC 2007-CH1 MV10 |
2036-11-25 |
1.158 |
Other Instrument - Asset Backed Securities |
$1,693,125.00 |
$185,420.61 |
|
GTMH 98-7M1 ASSETBK LOAN |
2030-07-01 |
6.4 |
Other Instrument - ABS |
$6,750,000.00 |
$5,090,771.02 |
|
GTMH 97-6 A9 ASSETBK HOME EQ |
2029-01-15 |
7.21 |
Other Instrument - Asset Backed Securities |
$12,075,187.50 |
$11,450,418.85 |
|
GT 94-8 B2 ASSET-BACKED LOANS |
2020-04-15 |
9.4 |
Other Instrument - ABS |
$3,993,157.68 |
$1,180,535.01 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
J.P. Morgan Securities LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $225,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $225,025,304.59
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $225,025,304.59
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UBQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,990,416.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.250%, 2/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737JB53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,999,305.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC Capital Markets, LLC
Item 27. The title of the issue (including coupon or yield): RBC Capital Markets, LLC, REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15499K002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR BILL 11/13/14 |
2014-11-13 |
0 |
Treasury Debt |
$64,143,200.00 |
$64,102,276.64 |
|
USTR 0 5/8 TRIN A 24 |
2024-01-15 |
.625 |
Treasury Debt |
$12,327,800.00 |
$12,397,940.54 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV, Utrecht, 0.230%, 4/25/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BJS4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $365,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $365,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $365,083,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $365,083,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.300%, 4/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BD17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $19,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,390,461.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,394,762.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,394,762.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fifth Third Auto Trust 2013-1
Item 27. The title of the issue (including coupon or yield): Fifth Third Auto Trust 2013-1, Class A1, 0.250%, 9/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31679GAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $62,519,470.40
Item 41. The total current amortized cost, to the nearest cent: $62,519,470.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $62,519,470.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $62,519,470.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., 0.242%, 7/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89236TAN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp. |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,992,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,992,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.350%, 2/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01OHZWPP FIN UK |
2014-09-15 |
8 |
Other Instrument - Corporates |
$1,000,000.00 |
$1,074,572.22 |
|
02GTY144A 3(C)7 |
2030-07-26 |
10.026 |
Other Instrument - ABS |
$1,325,363.91 |
$1,340,794.45 |
|
02XRQACS 2007-1 |
2037-06-14 |
.4725 |
Other Instrument - Asset Backed Securities |
$372,482.78 |
$346,521.43 |
|
030KFJPMMT 2007 |
2035-07-25 |
2.7528 |
Other Instrument - CMOs |
$1,750,687.22 |
$1,776,997.69 |
|
02BQ4WPP FIN 2010 |
2021-11-21 |
4.75 |
Other Instrument - Corporates |
$33,333.33 |
$35,770.87 |
|
02BQ4WPP FIN 2010 |
2043-11-15 |
5.625 |
Other Instrument - Corporates |
$333,333.33 |
$347,061.25 |
|
02G5KWACHOVIA BNK |
2014-11-03 |
.622 |
Other Instrument - Corporates |
$20,000.00 |
$20,064.61 |
|
02G5KWACHOVIA BNK |
2015-02-01 |
4.875 |
Other Instrument - Corporates |
$3,133,333.33 |
$3,342,311.00 |
|
030GDACE SEC CORP. |
2035-04-25 |
1.1846 |
Other Instrument - Asset Backed Securities |
$1,733,166.00 |
$1,356,019.43 |
|
01BO2WELLS FARGO CO |
2014-10-07 |
0 |
Other Instrument - MTN |
$3,333.33 |
$4,744.07 |
|
01BO2WELLS FARGO CO |
2017-02-07 |
1.25 |
Other Instrument - Corporates |
$4,666.67 |
$5,489.73 |
|
01BO2WELLS FARGO CO |
2023-08-15 |
4.125 |
Other Instrument - Corporates |
$2,380,666.67 |
$2,420,354.36 |
|
01BO2WELLS FARGO CO |
2043-11-02 |
5.375 |
Other Instrument - Corporates |
$100,000.00 |
$104,382.40 |
|
02JGBASSURANT, INC. |
2023-03-15 |
4 |
Other Instrument - Corporates |
$2,438,946.00 |
$2,449,119.11 |
|
01M7GXCEL ENERGY INC |
2014-07-14 |
0 |
Other Instrument - CP |
$2,640,897.33 |
$2,636,721.55 |
|
01STWESPORTFINAN ASA |
2015-01-07 |
0 |
Other Instrument - MTN |
$529,334.67 |
$548,867.11 |
|
01BO2WELLS FARGO & CO |
2014-10-07 |
0 |
Other Instrument - MTN |
$10,000.00 |
$13,848.20 |
|
01BO2WELLS FARGO & CO |
2015-01-06 |
0 |
Other Instrument - MTN |
$10,000.00 |
$12,831.50 |
|
01BO2WELLS FARGO & CO |
2015-04-08 |
0 |
Other Instrument - MTN |
$5,333.33 |
$6,432.11 |
|
01BO2WELLS FARGO & CO |
2015-06-26 |
1.1659 |
Other Instrument - Corporates |
$12,666,666.67 |
$12,820,580.35 |
|
01BO2WELLS FARGO & CO |
2015-07-01 |
1.5 |
Other Instrument - Corporates |
$50,000.00 |
$50,719.50 |
|
01BO2WELLS FARGO & CO |
2018-01-08 |
0 |
Other Instrument - Corporates |
$21,333.33 |
$20,138.24 |
|
01STWAS EKSPORTFINANS |
2014-07-03 |
0 |
Other Instrument - MTN |
$172,157.33 |
$306,990.96 |
|
021TIWELLS FARGO BANK |
2016-05-16 |
5.75 |
Other Instrument - Corporates |
$121,333.33 |
$135,777.93 |
|
02G5KWACHOVIA BANK NA |
2016-03-15 |
5.6 |
Other Instrument - Corporates |
$6,036,666.67 |
$6,751,501.90 |
|
01RE2IRON MOUNTAIN INC |
2024-08-15 |
5.75 |
Other Instrument - Corporates |
$586,666.67 |
$564,088.15 |
|
01STWA/S EKSPORTFINANS |
2014-06-05 |
0 |
Other Instrument - MTN |
$233,272.00 |
$366,680.26 |
|
01STWA/S EKSPORTFINANS |
2014-07-23 |
0 |
Other Instrument - MTN |
$345,931.33 |
$403,874.83 |
|
01STWA/S EKSPORTFINANS |
2014-08-05 |
0 |
Other Instrument - MTN |
$53,685.33 |
$91,554.97 |
|
02KN4WELLPOINT INC COM |
2014-12-15 |
5 |
Other Instrument - Corporates |
$13,333.33 |
$13,943.05 |
|
02KN4WELLPOINT INC COM |
2015-09-10 |
1.25 |
Other Instrument - Corporates |
$370,000.00 |
$375,034.16 |
|
02XW1CIFC FDG 2007 III |
2021-07-26 |
5.4881 |
Other Instrument - ABS |
$6,251,616.67 |
$6,063,629.23 |
|
01BSZUNION PACIFIC CORP |
2024-02-15 |
3.646 |
Other Instrument - Corporates |
$2,356,472.00 |
$2,360,240.39 |
|
01BTWVULCAN MATERIALS CO |
2016-12-01 |
6.5 |
Other Instrument - Corporates |
$38,000.00 |
$43,446.67 |
|
01BTWVULCAN MATERIALS CO |
2017-11-30 |
6.4 |
Other Instrument - Corporates |
$2,002,000.00 |
$2,308,995.58 |
|
021TIWELLS FARGO BANK NA |
2015-07-20 |
.75 |
Other Instrument - Corporates |
$1,109,333.33 |
$1,114,080.35 |
|
021TIWELLS FARGO BANK NA |
2015-07-20 |
.5221 |
Other Instrument - Corporates |
$1,666,666.67 |
$1,670,058.35 |
|
02G0YUNION BANK OF CA NA |
2016-06-06 |
3 |
Other Instrument - Corporates |
$494,698.67 |
$521,285.42 |
|
02GDBCORP OFFICE PROP LP |
2024-02-15 |
5.25 |
Other Instrument - Corporates |
$223,011.33 |
$237,807.95 |
|
02XTTLONG BEACH MTG LN TR |
2035-02-25 |
1.0346 |
Other Instrument - Asset Backed Securities |
$119,498.67 |
$100,126.94 |
|
030M5RAMP SERIES 2004 RS8 |
2035-01-25 |
.9896 |
Other Instrument - Asset Backed Securities |
$2,058,178.61 |
$2,001,900.71 |
|
01BHNWACHOVIA CORP 2ND NEW |
2014-02-15 |
4.875 |
Other Instrument - Corporates |
$1,692,666.67 |
$1,733,119.99 |
|
01BO2WELLS FARGO & COMPANY |
2014-07-08 |
0 |
Other Instrument - MTN |
$16,666.67 |
$34,111.17 |
|
01BO2WELLS FARGO & COMPANY |
2014-08-07 |
0 |
Other Instrument - MTN |
$33,333.33 |
$63,052.00 |
|
01BO2WELLS FARGO & COMPANY |
2014-10-07 |
0 |
Other Instrument - MTN |
$10,000.00 |
$15,252.20 |
|
01BO2WELLS FARGO & COMPANY |
2014-11-15 |
5 |
Other Instrument - Corporates |
$37,333.33 |
$39,030.71 |
|
01BTWVULCAN MATERIALS CO,N |
2018-06-15 |
7 |
Other Instrument - Corporates |
$68,000.00 |
$79,318.22 |
|
01CK8BRAZOS HIGHER EDUCATI |
2043-06-25 |
1.671 |
Other Instrument - Asset Backed Securities |
$2,021,957.33 |
$1,781,247.81 |
|
01KS9AKTIEBOLAGET SVENSK E |
2014-10-01 |
0 |
Other Instrument - MTN |
$8,000.00 |
$6,657.60 |
|
01KS9AKTIEBOLAGET SVENSK E |
2016-02-05 |
0 |
Other Instrument - MTN |
$84,666.67 |
$113,808.93 |
|
01Q9QWESTFIELD WEA FINANCE |
2015-09-02 |
5.75 |
Other Instrument - Corporates |
$333,333.33 |
$366,216.21 |
|
02GK2CREDIT SUISSE FIRST B |
2037-04-17 |
.414 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,400,256.00 |
$2,209,951.70 |
|
02LILWACHOVIA NATL BK ASSO |
2018-10-01 |
11.5 |
Other Instrument - Corporates |
$133,333.33 |
$156,777.78 |
|
02XNDHLSS SERVICER ADVANCE |
2046-01-16 |
1.4953 |
Other Instrument - Asset Backed Securities |
$15,186.00 |
$15,174.83 |
|
02XUENEW CENTURY HOME EQUI |
2035-07-25 |
.6746 |
Other Instrument - Asset Backed Securities |
$1,297,240.00 |
$1,077,087.60 |
|
02XUZWFRBS COML MTG TR 201 |
2045-08-17 |
3.001 |
Other Instrument - Commercial Mortgage-Backed Security |
$333,333.33 |
$324,206.59 |
|
02YPUMICHAEL FOODS HLDG IN |
2018-07-15 |
8.5 |
Other Instrument - Corporates |
$349,886.00 |
$367,827.37 |
|
030HDCARRINGTON MTGE LN TR |
2036-09-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$5,553,550.16 |
$3,094,853.82 |
|
030HECARRINGTON MTG LN 200 |
2036-01-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$1,222,847.31 |
$1,152,215.00 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.6176 |
Other Instrument - CMOs |
$783,502.09 |
$818,708.49 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.8093 |
Other Instrument - CMOs |
$327,871.82 |
$329,005.61 |
|
030ICALTERNATIVE LOAN TRUS |
2036-07-25 |
6 |
Other Instrument - CMOs |
$2,188,354.85 |
$1,776,253.03 |
|
030K7INDYMAC INDX MTGE LOA |
2036-11-25 |
4.9978 |
Other Instrument - CMOs |
$3,298,842.03 |
$3,121,433.52 |
|
030NQWACHOVIA BANK COMM MT |
2044-10-17 |
5.2389 |
Other Instrument - Commercial Mortgage-Backed Security |
$34,005.56 |
$36,014.35 |
|
030NQWACHOVIA BANK COMMERC |
2020-06-15 |
.24 |
Other Instrument - Commercial Mortgage-Backed Security |
$430,642.14 |
$433,157.62 |
|
030NRWACHOVIA BANK COMML M |
2045-06-15 |
5.997 |
Other Instrument - Commercial Mortgage-Backed Security |
$38,326.13 |
$41,372.95 |
|
030NRWACHOVIA BANK COMML M |
2048-11-18 |
5.308 |
Other Instrument - Commercial Mortgage-Backed Security |
$306,666.67 |
$336,226.61 |
|
030PAWELLS FARGO MTG LN 20 |
2036-04-29 |
4.5 |
Other Instrument - CMO |
$7,448,992.58 |
$7,561,472.37 |
|
030PAWELLS FARGO RESECURIT |
2021-08-20 |
1.75 |
Other Instrument - CMO |
$393,632.99 |
$393,382.92 |
|
031XGWFRBS COML MTG TR 201 |
2045-03-17 |
4.1281 |
Other Instrument - Commercial Mortgage-Backed Security |
$13,498,666.67 |
$13,065,679.43 |
|
033EEWFRBS COML MTG TR 201 |
2045-05-15 |
4.1403 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,666,666.67 |
$2,309,021.66 |
|
033H4BAYVIEW OPPORTUNITY M |
2018-04-28 |
3.721 |
Other Instrument - ABS |
$2,809,387.15 |
$2,771,294.91 |
|
03468WAMU MORTGAGE PASS-TH |
2044-06-25 |
.5875 |
Other Instrument - CMOs |
$311,354.85 |
$294,399.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,003,610.89
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,003,610.89
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole North America, Inc.
Item 27. The title of the issue (including coupon or yield): Credit Agricole North America, Inc., 0.220%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532CCE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,949,888.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,966,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,966,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,992,416.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,995,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,995,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Premier Mushrooms, Inc.
Item 27. The title of the issue (including coupon or yield): Premier Mushrooms, Inc., Series 2012, 0.150%, 12/1/2037
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74053VAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
CoBank, ACB |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
CoBank, ACB |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/22/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UGN0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,928,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,951,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,951,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Urban Campus Environments LLC
Item 27. The title of the issue (including coupon or yield): Urban Campus Environments LLC, Series 2006, 0.160%, 10/1/2025
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91703YAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,970,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,970,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,970,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,970,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.230%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,980,833.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sabri Arac
Item 27. The title of the issue (including coupon or yield): Sabri Arac, The Quarry Lane School Series 2005, 0.160%, 10/1/2035
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78572KAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,945,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,945,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,945,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,945,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kings Creek Country Club, Inc.
Item 27. The title of the issue (including coupon or yield): Kings Creek Country Club, Inc., (Series 1997), 0.210%, 10/1/2017
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 495876AA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,205,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,205,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,205,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,205,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.870%, 4/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G5B6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $51,893,000.00
Item 41. The total current amortized cost, to the nearest cent: $51,952,385.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $51,922,942.26
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $51,922,942.26
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Aquarium Parking Deck, LLC
Item 27. The title of the issue (including coupon or yield): Aquarium Parking Deck, LLC, Series 2005, 0.050%, 4/1/2020
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 03839HAC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of Atlanta |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of Atlanta |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 3/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UCU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,977,083.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barton Capital LLC
Item 27. The title of the issue (including coupon or yield): Barton Capital LLC, 0.200%, 2/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06945MBA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Societe Generale, Paris |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,999,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,032,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,029,950.06
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $27,030,918.72
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $27,030,918.72
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.320%, 6/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TFQ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $350,175,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,175,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York City, NY
Item 27. The title of the issue (including coupon or yield): New York City, NY, (Fiscal 2006 Series E-3), 0.040%, 8/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64966FHN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CIT Equipment Collateral 2013-VT1
Item 27. The title of the issue (including coupon or yield): CIT Equipment Collateral 2013-VT1, Class A1, 0.300%, 11/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12558DAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-11-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $88,602,418.84
Item 41. The total current amortized cost, to the nearest cent: $88,602,418.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $88,602,507.44
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $88,602,507.44
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Securities LLC, 0.280%, 7/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46590EGG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $450,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $449,422,499.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $449,388,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $449,388,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield): Credit Suisse, Zurich, 0.240%, 4/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22549TQE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,033,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,033,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas SA
Item 27. The title of the issue (including coupon or yield): BNP Paribas SA, 0.230%, 3/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572W5T9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $165,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $165,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $165,008,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $165,008,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$3,214,900.00 |
$3,467,912.63 |
|
01BMBMASCO CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$39,039,400.00 |
$8,284,160.68 |
|
01BVDINTEL CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$10,345,600.00 |
$2,559,501.44 |
|
01BBTABBOTT LABS |
2049-01-01 |
0 |
Other Instrument - COMN |
$7,711,500.00 |
$2,817,010.95 |
|
01BPCCITIGROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$870,400.00 |
$420,403.20 |
|
01BUJWHIRLPOOL CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$18,100.00 |
$23,931.82 |
|
01UGUCSN RESOURCES SA |
2020-07-21 |
6.5 |
Other Instrument - Corporates |
$1,000,000.00 |
$991,805.56 |
|
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$509,944.00 |
$539,577.41 |
|
XXXX CB ONEOK INC NEW |
2022-02-01 |
4.25 |
Other Instrument - CBND |
$432,000.00 |
$427,924.20 |
|
01BD1ANADARKO PETE CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,400.00 |
$1,140.30 |
|
01BI0NEXTERA ENERGY INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,869,800.00 |
$6,248,770.08 |
|
01BJFHEWLETT PACKARD CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$270,100.00 |
$79,004.25 |
|
01SLZCROSSTEX ENERGY LP |
2018-02-15 |
8.875 |
Other Instrument - Corporates |
$135,000.00 |
$147,274.69 |
|
02HC9CREDIT AGRICOLE SA |
2049-05-30 |
6.637 |
Other Instrument - Corporates |
$500,000.00 |
$505,623.01 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$216,413.00 |
$232,120.98 |
|
02NJASELECT INCOME REIT |
2049-01-01 |
0 |
Other Instrument - COMN |
$13,115,000.00 |
$3,596,133.00 |
|
01BFHJPMORGAN CHASE & CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$8,847,700.00 |
$4,954,712.00 |
|
01BPCPROCTER & GAMBLE CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$2,328,600.00 |
$1,789,994.82 |
|
02HC9CREDIT AGRICOLE S A |
2099-12-29 |
7.875 |
Other Instrument - Corporates |
$55,879.00 |
$56,996.58 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$199,800.00 |
$92,007.90 |
|
01HYWNEWFIELD EXPLORATION |
2018-05-15 |
7.125 |
Other Instrument - Corporates |
$2,566,009.00 |
$2,700,831.39 |
|
01I4KSIMON PPTY GROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$344,800.00 |
$527,371.60 |
|
01OQWVOLCAN CO MINERA S A |
2022-02-02 |
5.375 |
Other Instrument - CBND |
$268,000.00 |
$255,397.49 |
|
01TGMHCA THE HEALTHCAR CO |
2019-04-15 |
8.5 |
Other Instrument - Corporates |
$100,000.00 |
$108,002.78 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$89,955.00 |
$99,352.30 |
|
01BLLLEUCADIA NATIONAL COR |
2023-10-18 |
5.5 |
Other Instrument - Corporates |
$896,873.00 |
$931,165.94 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$21,630,900.00 |
$3,662,111.37 |
|
01CIPRANGE RESOURCES CORP, |
2019-05-15 |
8 |
Other Instrument - Corporates |
$1,007,240.00 |
$1,079,649.36 |
|
01D04STERLING FINL CORP WA |
2049-01-01 |
0 |
Other Instrument - COMN |
$4,472,200.00 |
$1,437,812.30 |
|
01W7IAMERICAN TOWER CORP N |
2049-01-01 |
0 |
Other Instrument - COMN |
$500.00 |
$405.90 |
|
02BVADELPHI AUTOMOTIVE PLC |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,516,200.00 |
$2,144,178.76 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$234,500.00 |
$185,466.05 |
|
02MD4ROYAL BANK OF SCOTLAN |
2056-03-31 |
7.64 |
Other Instrument - Corporates |
$300,000.00 |
$301,703.67 |
|
03237MALLINCKRODT INTL FIN |
2023-04-15 |
4.75 |
Other Instrument - Corporates |
$347,549.00 |
$331,970.50 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,002,332.99
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,002,332.99
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC Capital Markets, LLC
Item 27. The title of the issue (including coupon or yield): RBC Capital Markets, LLC, 0.350%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15499K002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
030I6CWALT |
2036-01-25 |
5.75 |
Other Instrument - CMOs |
$111,491.42 |
$98,955.77 |
|
02XU4MSC 2007 |
2049-04-15 |
5.692 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,568,000.00 |
$2,849,878.52 |
|
030I7CWL 2006 |
2046-12-20 |
2.463 |
Other Instrument - CMOs |
$1,972.39 |
$1,248.06 |
|
030IKCWMBS INC |
2035-11-25 |
2.5864 |
Other Instrument - CMOs |
$1,070,279.61 |
$885,797.51 |
|
0348TWAMU MTGE |
2047-06-25 |
.8783 |
Other Instrument - CMOs |
$2,047,686.62 |
$1,786,634.83 |
|
0348TWAMU MTGE |
2047-07-25 |
.955 |
Other Instrument - CMOs |
$147.48 |
$130.16 |
|
0348TWAMU MTGE |
2047-07-25 |
2.213 |
Other Instrument - CMOs |
$72,926.60 |
$53,846.88 |
|
030KDJPMCC 2007 |
2049-02-12 |
5.7093 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$936,507.90 |
|
02XRUCD 2006 CD3 |
2048-10-15 |
5.688 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,338,723.60 |
$1,262,168.69 |
|
030JQGS MORTGAGE |
2039-11-14 |
5.622 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$1,174,332.60 |
|
030JOGABS GSAA TR |
2037-01-25 |
.2346 |
Other Instrument - Asset Backed Securities |
$32.32 |
$17.35 |
|
030KPLEHMAN XS TR |
2047-06-25 |
.3846 |
Other Instrument - Asset Backed Securities |
$3,403,260.35 |
$2,622,535.75 |
|
030M2RALI 2007-QH3 |
2037-04-25 |
.318 |
Other Instrument - Asset Backed Securities |
$123.65 |
$97.21 |
|
030JGGCCFC 2007-GG9 |
2039-03-10 |
5.505 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,056.40 |
$994,167.82 |
|
0348TWAMU MTGE 2007 |
2047-02-25 |
.8392 |
Other Instrument - CMOs |
$3,669.08 |
$2,991.03 |
|
030I7CWALT 2006-OA16 |
2046-10-25 |
.348 |
Other Instrument - Asset Backed Securities |
$153.38 |
$146.66 |
|
030M3RALI SERIES QS4 |
2037-03-25 |
6 |
Other Instrument - CMOs |
$984,141.56 |
$790,706.43 |
|
030PAWFMBS 2007-8,NY |
2037-07-25 |
6 |
Other Instrument - CMOs |
$998,132.63 |
$980,070.01 |
|
030H2BOA MORT SEC INC |
2034-08-25 |
6 |
Other Instrument - CMOs |
$2,457.13 |
$2,789.52 |
|
030KFJPMORGAN MTGE TR |
2037-06-25 |
2.7299 |
Other Instrument - CMOs |
$40.56 |
$34.09 |
|
030NTWELLS FARGO COML |
2045-10-17 |
4.7789 |
Other Instrument - Commercial Mortgage-Backed Security |
$985,440.00 |
$923,003.45 |
|
02XRWCWALT IN 2006 HY3 |
2045-05-17 |
2.462 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,158,320.00 |
$1,508,107.15 |
|
030JPGSAA HOME EQTY TR |
2037-03-25 |
.258 |
Other Instrument - Asset Backed Securities |
$70.14 |
$35.62 |
|
030HLCITIGROUP COMM MTG |
2049-12-10 |
5.7071 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$1,127,860.96 |
|
030GTBANC OF AMER 2006-J |
2047-01-20 |
2.7245 |
Other Instrument - CMOs |
$115,689.61 |
$93,310.68 |
|
030I5CWALT INC 2005-13CB |
2035-05-25 |
5.25 |
Other Instrument - CMOs |
$16,963.20 |
$15,587.08 |
|
030L4MERRILL LYNCH TRUST |
2020-08-20 |
9 |
Other Instrument - CMOs |
$16.39 |
$16.87 |
|
02GMBCOMM 2014 CCRE14 MTG |
2047-02-10 |
0 |
Other Instrument - CMO |
$788,751.60 |
$699,240.91 |
|
02XRUCD 2005 CD1 COMM MTG |
2044-07-15 |
5.2186 |
Other Instrument - Commercial Mortgage-Backed Security |
$243,600.00 |
$253,827.63 |
|
02XSXFIRST HORIZON MTG TR |
2035-11-25 |
5.5 |
Other Instrument - CMOs |
$3,970.58 |
$4,287.43 |
|
030HLCITI GRP COML MTG TR |
2049-12-10 |
6.1358 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,935,760.00 |
$3,795,470.57 |
|
030KXML CFC COMM MORTGAGE |
2048-08-14 |
5.378 |
Other Instrument - Commercial Mortgage-Backed Security |
$240,000.00 |
$262,471.77 |
|
030M3RALI SERIES 2007-QS6 |
2037-04-25 |
.5646 |
Other Instrument - CMOs |
$54.78 |
$35.07 |
|
030MNSTRUCT ASSET MTG INV |
2036-08-25 |
.3646 |
Other Instrument - Asset Backed Securities |
$33.01 |
$25.34 |
|
037VHCWALT INC LOAN TRUST |
2046-11-10 |
4.757 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,640,000.00 |
$2,142,782.18 |
|
01S4DFREMF 2014 K714 MORTG |
2047-01-25 |
0 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,520,000.00 |
$2,437,569.12 |
|
0289LWFRBS COML MTG TR 201 |
2045-12-15 |
4.4601 |
Other Instrument - Commercial Mortgage-Backed Security |
$960,000.00 |
$863,525.04 |
|
02GK2CREDIT SUISSE FIRST B |
2032-06-25 |
6.5 |
Other Instrument - Asset Backed Securities |
$144.00 |
$142.52 |
|
02GK2CREDIT SUISSE FIRST B |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$.33 |
$.29 |
|
02JJTCITIGROUP MTG LN TR 2 |
2033-09-25 |
5.5 |
Other Instrument - CMOs |
$878.34 |
$907.75 |
|
02MEWFEDERAL HOME LN MTG C |
2041-12-15 |
3.5 |
Other Instrument - CMOs |
$57,600.00 |
$57,024.00 |
|
02XRWCOMM 2010 C1 MTG TRUS |
2046-07-12 |
5.8951 |
Other Instrument - Commercial Mortgage-Backed Security |
$54,480.00 |
$58,158.37 |
|
02XS7BEAR STEARNS ALT A TR |
2036-05-25 |
3.1003 |
Other Instrument - CMOs |
$19.23 |
$10.29 |
|
02XS8BEAR STEARNS ARM TRUS |
2036-07-25 |
4.8282 |
Other Instrument - CMOs |
$668.16 |
$594.61 |
|
02XSNDSLA MTG LOAN TRUST 2 |
2046-04-19 |
1.084 |
Other Instrument - Asset Backed Securities |
$3,716,683.67 |
$3,254,131.09 |
|
02XSXFIRST HORIZON MTGE P/ |
2037-08-25 |
5.5 |
Other Instrument - CMOs |
$277,164.39 |
$242,085.93 |
|
02XT1GMAC COMM MTGE SEC IN |
2045-11-10 |
5.29 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,167,600.00 |
$1,239,281.10 |
|
02XTVMASTR ASSET SEC TRUST |
2033-10-25 |
5.5 |
Other Instrument - CMOs |
$95.88 |
$97.20 |
|
02XU6MORGAN STANLEY MORTGA |
2037-11-25 |
2.3764 |
Other Instrument - CMOs |
$66.40 |
$45.24 |
|
02ZC3COMM 2012 CCRE4 MTG T |
2045-10-17 |
4.5771 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,593,330.32 |
$2,369,887.09 |
|
030GGAMERICAN HME MTGE ASS |
2046-10-25 |
1.2536 |
Other Instrument - Asset Backed Securities |
$1,139,330.74 |
$829,215.99 |
|
030GGAMERICAN HOME MTGE AS |
2046-10-25 |
1.0683 |
Other Instrument - Asset Backed Securities |
$4,491,231.20 |
$3,314,744.91 |
|
030GRBANC OF AMERICA FDG C |
2034-12-20 |
.6168 |
Other Instrument - Asset Backed Securities |
$474,879.24 |
$386,303.11 |
|
030GTBANC OF AMER 2007-B T |
2047-04-20 |
.3768 |
Other Instrument - Asset Backed Securities |
$4.59 |
$3.54 |
|
030H4BEAR STEARNS ASSET BA |
2037-05-25 |
.458 |
Other Instrument - Asset Backed Securities |
$540,840.20 |
$348,509.59 |
|
030H5BEAR STERNS ASSET BAC |
2035-11-25 |
.7646 |
Other Instrument - CMOs |
$51.56 |
$46.63 |
|
030H7BEAR STERNS COMMERCIA |
2040-03-13 |
5.4948 |
Other Instrument - Commercial Mortgage-Backed Security |
$97,792.99 |
$152,852.65 |
|
030H8BEAR STEARNS COMM MTG |
2050-06-13 |
5.694 |
Other Instrument - Commercial Mortgage-Backed Security |
$240,000.00 |
$269,982.32 |
|
030H8Q BEAR STEARNS COMM |
2050-06-13 |
5.8872 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$1,176,170.02 |
|
030HVCITICORP MORTGAGE SEC |
2035-08-25 |
5.75 |
Other Instrument - CMOs |
$634.51 |
$657.82 |
|
030I7ALTERNATIVE LOAN TRUS |
2046-09-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$1,604,654.24 |
$1,239,668.87 |
|
030IPDEUTSCHE ALT-A SECURI |
2036-10-25 |
.3546 |
Other Instrument - Asset Backed Securities |
$13.45 |
$7.27 |
|
030JPGSAA HME EQUITY TRUST |
2037-02-25 |
.238 |
Other Instrument - Asset Backed Securities |
$552,254.50 |
$288,114.24 |
|
030JPGSR MTGE LOAN TRUST 2 |
2036-03-25 |
5.0167 |
Other Instrument - Asset Backed Securities |
$156.36 |
$95.92 |
|
030KOLEHMAN XS TRUST SERIE |
2047-09-25 |
1.0146 |
Other Instrument - Asset Backed Securities |
$3,513,545.32 |
$2,939,149.73 |
|
030KXML CFC COML MTGE TR 2 |
2049-08-12 |
5.8943 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$1,230,843.46 |
|
030LZRALI SERIES 2006 QA10 |
2036-12-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$16.66 |
$11.88 |
|
030M1 RALI SERIES 2006-Q |
2036-09-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$1,874,238.35 |
$1,393,195.08 |
|
030MRSTRUCTURED ASSET SECU |
2035-02-25 |
1.6688 |
Other Instrument - Asset Backed Securities |
$1,846,647.08 |
$1,788,155.85 |
|
030NR WACHOVIA BANK COMM |
2051-02-15 |
5.9245 |
Other Instrument - Commercial Mortgage-Backed Security |
$600,000.00 |
$677,179.26 |
|
030NUWELLS FARGO MTGE BCKD |
2036-03-25 |
2.6279 |
Other Instrument - CMOs |
$1,401,416.99 |
$1,407,677.39 |
|
030PGSTRUCTURED ASSET SECU |
2019-09-25 |
5.5 |
Other Instrument - CMOs |
$5,327.63 |
$5,472.87 |
|
031XGUBS-BARCLAYS COML MTG |
2046-03-12 |
4.0945 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,800,000.00 |
$1,542,708.86 |
|
033H4CITIGROUP COML MTG TR |
2023-05-10 |
3.5176 |
Other Instrument - Commercial Mortgage-Backed Security |
$123,017.76 |
$109,973.81 |
|
03487WAMU MTGE P/T CERT SE |
2045-12-25 |
0 |
Other Instrument - CMOs |
$23,637.24 |
$2,509,484.34 |
|
0348TWAMU MTGE PASS THROUG |
2047-03-25 |
.84 |
Other Instrument - CMOs |
$70.31 |
$56.39 |
|
036ONSG STRUCTURED PRODUCT |
2026-11-15 |
2.66 |
Other Instrument - Commercial Mortgage-Backed Security |
$689,332.80 |
$690,240.80 |
|
037VPVNDO 2013 PENN MTG TR |
2029-12-13 |
3.9472 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,987,200.00 |
$1,953,225.99 |
|
XXXX CGRBS COML MTG TR 201 |
2035-03-15 |
3.369 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,200,000.00 |
$1,164,977.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
RBC Capital Markets, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,003,033.07
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $60,003,033.07
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.290%, 2/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NLF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $73,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $73,005,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $73,005,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., Sr. Unsecured, 0.339%, 1/15/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89236TAR6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp. |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,509,653.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,507,752.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,507,752.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.330%, 6/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BF31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,888,166.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,938,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,938,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 9/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UJ49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,955,208.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,968,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,968,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.350%, 4/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J3YSLM CORP |
2014-05-15 |
5.375 |
Other Instrument - Corporates |
$162,199.63 |
$165,864.89 |
|
02J3YSLM CORP |
2015-09-10 |
3.875 |
Other Instrument - Corporates |
$5,450.00 |
$5,696.21 |
|
030M2RALI 2007 |
2047-02-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$3,446,100.50 |
$1,938,697.94 |
|
01FUTMAC CAP LTD |
2023-07-26 |
1.1756 |
Other Instrument - ABS |
$4,360,000.00 |
$3,666,011.29 |
|
01SUPSTATOIL ASA |
2043-05-15 |
3.95 |
Other Instrument - Corporates |
$2,088,299.39 |
$1,907,763.59 |
|
01CL3CUBESMART L P |
2023-12-15 |
4.375 |
Other Instrument - Corporates |
$1,099,826.90 |
$1,110,130.90 |
|
01ZXEHSBC BANK USA |
2016-10-05 |
0 |
Other Instrument - CD |
$222,360.00 |
$222,360.00 |
|
01ZXEHSBC BANK USA |
2017-12-05 |
0 |
Other Instrument - CD |
$81,205.00 |
$81,205.00 |
|
02GGSCREDIT SUISSE |
2025-11-24 |
4 |
Other Instrument - Corporates |
$13,625.00 |
$13,524.64 |
|
030GDACE SEC CORP. |
2035-04-25 |
1.1846 |
Other Instrument - Asset Backed Securities |
$574,242.52 |
$449,284.15 |
|
02JGBASSURANT, INC. |
2023-03-15 |
4 |
Other Instrument - Corporates |
$25,386.65 |
$25,492.53 |
|
01BFGCENTURYTEL, INC |
2019-09-15 |
6.15 |
Other Instrument - Corporates |
$187,061.99 |
$202,164.12 |
|
01BX2TIME WARNER INC |
2020-03-15 |
4.875 |
Other Instrument - Corporates |
$3,684,835.47 |
$4,161,677.75 |
|
01BX2TIME WARNER INC |
2040-07-15 |
6.1 |
Other Instrument - Corporates |
$291,575.00 |
$328,118.42 |
|
01M7GXCEL ENERGY INC |
2014-07-14 |
0 |
Other Instrument - CP |
$95,233.85 |
$95,083.26 |
|
01STWESPORTFINAN ASA |
2015-01-07 |
0 |
Other Instrument - MTN |
$98,098.91 |
$101,718.76 |
|
02J3YSLM CORPRATION' |
2014-11-14 |
5.05 |
Other Instrument - Corporates |
$13,080.00 |
$13,580.98 |
|
02YBBINVESCO FIN PLC |
2043-11-30 |
5.375 |
Other Instrument - Corporates |
$2,851,156.06 |
$3,027,826.36 |
|
01DRSCRATOS CLO I LTD |
2021-05-19 |
1.3741 |
Other Instrument - ABS |
$291,418.59 |
$282,762.93 |
|
01GTZSYNGENTA FIN N V |
2042-03-28 |
4.375 |
Other Instrument - Corporates |
$207,510.39 |
$204,295.62 |
|
01STWAS EKSPORTFINANS |
2014-07-03 |
0 |
Other Instrument - MTN |
$127,946.38 |
$228,153.98 |
|
02G5KWACHOVIA BANK NA |
2016-03-15 |
5.6 |
Other Instrument - Corporates |
$529,195.00 |
$591,859.92 |
|
01STWA S EKSPORTFINANS |
2016-02-05 |
0 |
Other Instrument - MTN |
$115,124.71 |
$137,263.19 |
|
01STWA/S EKSPORTFINANS |
2014-06-05 |
0 |
Other Instrument - MTN |
$606,447.66 |
$953,275.08 |
|
01STWA/S EKSPORTFINANS |
2014-07-23 |
0 |
Other Instrument - MTN |
$2,549,080.54 |
$2,976,051.53 |
|
01STWA/S EKSPORTFINANS |
2014-08-05 |
0 |
Other Instrument - MTN |
$78,192.24 |
$133,349.05 |
|
02J3YSLM CORP ED NOTES |
2018-03-15 |
5.6 |
Other Instrument - Corporates |
$545.00 |
$538.23 |
|
02XW1CIFC FDG 2007 III |
2021-07-26 |
5.4881 |
Other Instrument - ABS |
$274,133.91 |
$265,890.64 |
|
030IJCWMBS INC 2004 21 |
2035-02-25 |
.5546 |
Other Instrument - CMOs |
$4,859,587.53 |
$3,106,297.19 |
|
030IKCWMBS INC 2005-19 |
2035-11-25 |
5.5 |
Other Instrument - CMOs |
$2,559,302.11 |
$2,405,050.39 |
|
01BFHJP MORGAN CHASE CO |
2016-01-15 |
2.6 |
Other Instrument - Corporates |
$138,430.00 |
$143,008.65 |
|
01DP2ROYAL BK OF CANADA |
2014-06-04 |
0 |
Other Instrument - MTN |
$4,360.00 |
$5,480.96 |
|
01DP2ROYAL BK OF CANADA |
2014-08-04 |
0 |
Other Instrument - MTN |
$29,157.50 |
$34,458.33 |
|
01DP2ROYAL BK OF CANADA |
2016-02-02 |
0 |
Other Instrument - MTN |
$23,435.00 |
$28,290.73 |
|
02I8PROYAL BK OF CANADA |
2015-06-02 |
0 |
Other Instrument - MTN |
$10,627.50 |
$14,520.35 |
|
01M07PROGRESS ENERGY INC |
2021-01-15 |
4.4 |
Other Instrument - Corporates |
$545,000.00 |
$586,684.63 |
|
01CZCSUNGARD DATA SYS INC |
2018-11-15 |
7.375 |
Other Instrument - Corporates |
$356,998.44 |
$383,530.36 |
|
01F6JMORGAN STANLEY NOTES |
2021-07-28 |
5.5 |
Other Instrument - Corporates |
$121,814.59 |
$137,148.40 |
|
01WA5WELLS FARGO COMM MTG |
2043-11-18 |
5.5848 |
Other Instrument - Commercial Mortgage-Backed Security |
$10,475,427.56 |
$11,073,251.77 |
|
02AGWCHESAPEAKE MIDSTREAM |
2021-04-15 |
5.875 |
Other Instrument - Corporates |
$945,110.66 |
$1,018,166.40 |
|
02G7PINDYMAC MBS INC INDX |
2019-04-01 |
9.375 |
Other Instrument - Corporates |
$408,750.00 |
$473,639.06 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$67,523.87 |
$74,577.86 |
|
02K4AACE INA HOLDINGS INC |
2023-03-13 |
2.7 |
Other Instrument - Corporates |
$408,750.00 |
$386,898.23 |
|
030JKGMAC MTGE LOAN TRUST |
2035-07-25 |
5.75 |
Other Instrument - CMOs |
$505,932.86 |
$364,929.96 |
|
030NTWELLS FARGO COML MTG |
2045-10-17 |
2.1364 |
Other Instrument - Commercial Mortgage-Backed Security |
$34,727,087.58 |
$4,117,516.17 |
|
0341UMICHAELS FINCO HLDGS |
2018-08-01 |
7.5 |
Other Instrument - Corporates |
$418,299.49 |
$446,011.83 |
|
01BCOAIRCRAFT LEASE SEC LT |
2032-05-10 |
.4247 |
Other Instrument - Asset Backed Securities |
$394,580.98 |
$379,905.22 |
|
01BDWBANK OF NY COMPNY INC |
2016-07-28 |
2.3 |
Other Instrument - Corporates |
$3,343,089.95 |
$3,454,921.88 |
|
01BFHJ P MORGAN CHASE & CO |
2016-02-26 |
1.125 |
Other Instrument - Corporates |
$878,601.59 |
$886,494.72 |
|
01BH7NEEDLE MERGER SUB COR |
2019-03-15 |
8.125 |
Other Instrument - Corporates |
$2,343,256.93 |
$2,508,912.18 |
|
01BNFTENET HEALTHCARE CORP |
2018-11-01 |
6.25 |
Other Instrument - Corporates |
$2,806,750.00 |
$3,148,822.66 |
|
01BR9THE TRAVELERS COMPANI |
2043-08-01 |
4.6 |
Other Instrument - Corporates |
$2,685,548.54 |
$2,752,499.27 |
|
01DWRNXP BV NXP FUNDING LL |
2018-06-01 |
3.75 |
Other Instrument - Corporates |
$1,688,410.00 |
$1,703,183.59 |
|
01E0PNATIONAL MONEY MART C |
2016-12-15 |
10.375 |
Other Instrument - Corporates |
$144,425.00 |
$150,672.38 |
|
01FIH CIT CLO I, LTD./CI |
2021-06-20 |
1.2451 |
Other Instrument - ABS |
$3,016,086.14 |
$2,942,125.77 |
|
01KS9AKTIEBOLAGET SVENSK E |
2014-03-07 |
0 |
Other Instrument - MTN |
$16,350.00 |
$16,157.07 |
|
01KS9AKTIEBOLAGET SVENSK E |
2014-05-20 |
0 |
Other Instrument - MTN |
$66,762.50 |
$86,791.25 |
|
01KS9AKTIEBOLAGET SVENSK E |
2014-05-30 |
0 |
Other Instrument - MTN |
$104,367.50 |
$120,367.04 |
|
01KS9AKTIEBOLAGET SVENSK E |
2016-02-05 |
0 |
Other Instrument - MTN |
$163,500.00 |
$227,935.35 |
|
01TT7UNIVISION COMMUNICATI |
2020-11-01 |
7.875 |
Other Instrument - Corporates |
$24,525.00 |
$27,460.34 |
|
01U4ZJP MORGAN CHASE BK NA |
2019-02-25 |
0 |
Other Instrument - CD |
$33,245.00 |
$33,245.00 |
|
0289LWFRBS COML MTG 2012 C |
2045-11-17 |
2.2552 |
Other Instrument - Commercial Mortgage-Backed Security |
$16,549,924.25 |
$2,059,408.05 |
|
028HVCRESTWOOD MIDSTREAM P |
2022-03-01 |
6.125 |
Other Instrument - Corporates |
$493,132.35 |
$508,809.85 |
|
02GK2CREDIT SUISSE FIRST B |
2037-04-17 |
.414 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,721,143.37 |
$3,426,112.52 |
|
02I8PROYAL BK OF CDA BD CD |
2015-08-03 |
0 |
Other Instrument - MTN |
$62,675.00 |
$80,844.48 |
|
02XU9NCUA GUARANTEED NOTES |
2017-11-06 |
.5385 |
Other Instrument - Collateralized Debt Obligation |
$1,113,861.99 |
$1,115,980.53 |
|
02XVUACS 2006 PASS THRU TR |
2031-06-20 |
.43 |
Other Instrument - Collateralized Debt Obligation |
$2,265,497.86 |
$1,726,364.12 |
|
02YPUMICHAEL FOODS HLDG IN |
2018-07-15 |
8.5 |
Other Instrument - Corporates |
$1,107,346.81 |
$1,164,129.09 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.6176 |
Other Instrument - CMOs |
$8,166,871.99 |
$8,533,847.55 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.8093 |
Other Instrument - CMOs |
$164,243.84 |
$164,811.80 |
|
030J51ST HORIZON ALTERNATI |
2035-12-25 |
2.2304 |
Other Instrument - CMOs |
$146,594.71 |
$122,441.69 |
|
030JLGMACM MORTGAGE LOAN T |
2035-06-19 |
5.0685 |
Other Instrument - CMOs |
$289,004.21 |
$293,573.47 |
|
030N7FDIC GUARANTEED NOTES |
2038-04-30 |
3.25 |
Other Instrument - CMO |
$2,422,608.24 |
$2,500,867.77 |
|
030NTWELLS FARGO ALTERNATI |
2037-07-25 |
7 |
Other Instrument - CMOs |
$100,935.53 |
$67,757.05 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
5.2362 |
Other Instrument - CMOs |
$8,526,656.73 |
$8,767,515.18 |
|
030PAWELLS FARGO MTG LN 20 |
2036-04-29 |
4.5 |
Other Instrument - CMO |
$3,679,969.41 |
$3,735,536.95 |
|
030PAWELLS FARGO RESECURIT |
2021-08-20 |
1.75 |
Other Instrument - CMO |
$183,101.34 |
$182,985.01 |
|
0323YBAYVIEW OPP MSTR FD I |
2033-03-28 |
3.2281 |
Other Instrument - ABS |
$992,008.76 |
$888,841.84 |
|
033EEWFRBS COML MTG TR 201 |
2045-05-17 |
3.553 |
Other Instrument - Commercial Mortgage-Backed Security |
$7,902,500.00 |
$7,455,748.84 |
|
03468WAMU MORTGAGE PASS-TH |
2044-06-25 |
.5875 |
Other Instrument - CMOs |
$1,977,569.87 |
$1,869,880.15 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $109,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $109,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $109,016,945.01
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $109,016,945.01
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Matchpoint Master Trust
Item 27. The title of the issue (including coupon or yield): Matchpoint Master Trust, 0.240%, 3/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5766P1C41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
BNP Paribas SA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,992,766.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,995,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,995,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.190%, 3/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737JCJ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $399,905,000.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $399,924,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $399,924,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Bank, N.A.
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank, N.A., 0.346%, 2/20/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 94985HD27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $203,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $203,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $203,012,383.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $203,012,383.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Capital Trust Agency, FL
Item 27. The title of the issue (including coupon or yield): Capital Trust Agency, FL, 0.140%, 7/15/2024
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 140532AP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal National Mortgage Association |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal National Mortgage Association |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,660,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,660,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,660,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,660,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Manufacturing, Indiana, Inc.
Item 27. The title of the issue (including coupon or yield): Gibson County, IN (Toyota Motor Manufacturing, Indiana, Inc.) , (Series 1999A), 0.050%, 1/1/2029
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 374791AC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Toyota Motor Credit Corp. |
N/A |
N/A |
|
Toyota Motor Credit Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Toyota Motor Credit Corp. |
N/A |
N/A |
|
Toyota Motor Credit Corp. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.200%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85325BC69
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,003,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,003,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 9/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3J87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,908,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,915,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,915,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.220%, 5/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944RE20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,936,749.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $114,941,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,941,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Village Green Finance Co. LLC
Item 27. The title of the issue (including coupon or yield): Village Green Finance Co. LLC, (Series 1997), 0.160%, 11/1/2022
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 927078AA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $700,000.00
Item 41. The total current amortized cost, to the nearest cent: $700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $700,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $700,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale North America, Inc.
Item 27. The title of the issue (including coupon or yield): Societe Generale North America, Inc., 0.230%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365SCE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Societe Generale, Paris |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,947,611.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,966,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,966,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.210%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1CE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $82,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $82,480,268.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $82,485,975.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $82,485,975.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barton Capital LLC
Item 27. The title of the issue (including coupon or yield): Barton Capital LLC, 0.070%, 2/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06945MB54
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Societe Generale, Paris |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,999,650.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,999,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,999,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Connecticut State HFA
Item 27. The title of the issue (including coupon or yield): Connecticut State HFA, (2008 Series E), 0.060%, 5/15/2036
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20774WSX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Washington Center for Internships & Academic Seminars
Item 27. The title of the issue (including coupon or yield): District of Columbia Revenue (Washington Center for Internships & Academic Seminars) , (Series 2009), 0.050%, 2/1/2048
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2548394W0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,465,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,465,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,465,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,465,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV, Utrecht, 0.230%, 5/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BKN3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,042,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,042,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Palm Desert Financing Authority
Item 27. The title of the issue (including coupon or yield): Palm Desert Financing Authority, Emergency Independence Progam Series 2009, 0.210%, 9/1/2029
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69661PAN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,655,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,655,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,655,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,655,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: St. Paul, MN Port Authority
Item 27. The title of the issue (including coupon or yield): St. Paul, MN Port Authority, National Checking Co. Project (Series 1998-B), 0.270%, 3/1/2028
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 79306ESW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $390,000.00
Item 41. The total current amortized cost, to the nearest cent: $390,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $390,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $390,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Roman Catholic Bishop of San Jose, CA
Item 27. The title of the issue (including coupon or yield): Roman Catholic Bishop of San Jose, CA, Series 2005, 0.160%, 6/1/2035
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 77583TAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,915,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,915,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,915,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,915,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.290%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NLE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,010,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,010,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Connecticut Health and Educational Facilities Authority
Item 27. The title of the issue (including coupon or yield): Connecticut Health and Educational Facilities Authority, Series D Griffin Hospital, 0.160%, 7/1/2037
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20774UMB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,050,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,050,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,050,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,050,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG, 0.250%, 8/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25153DBV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $499,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,375,125.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,375,125.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.320%, 7/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TMY7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $277,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $277,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $277,135,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $277,135,730.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., 0.460%, 3/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BFGCENTURYTEL, INC |
2017-06-15 |
5.15 |
Other Instrument - Corporates |
$42,934.00 |
$46,436.58 |
|
02GK4CWABS ASSET BCKD CERT |
2035-12-25 |
.318 |
Other Instrument - Asset Backed Securities |
$17,371,773.68 |
$14,348,370.31 |
|
030KZMERILL LYNCH MTGE INV |
2037-08-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$19,999,362.32 |
$11,124,046.01 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BNP Paribas Securities Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,005,685.96
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,005,685.96
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.470%, 1/6/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78008SVJ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,324,069.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,305,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,305,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.200%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1BU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $475,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $474,928,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $474,952,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $474,952,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.170%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562UMN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $900,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $900,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $900,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $900,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.260%, 2/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532US96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,003,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,003,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FCAR Owner Trust, A1/P1 Series
Item 27. The title of the issue (including coupon or yield): FCAR Owner Trust, A1/P1 Series, 0.220%, 4/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3024A7D15
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,994,591.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,995,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,995,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: The Larry L. Henry 2013 Family Trust
Item 27. The title of the issue (including coupon or yield): The Larry L. Henry 2013 Family Trust, Series 2013, 0.150%, 11/1/2033
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 51729WAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,765,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,765,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,765,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,765,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,984,833.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.270%, 3/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NLU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $418,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $418,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $418,083,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $418,083,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.300%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NKV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $130,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $130,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $130,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc., 0.200%, 3/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FNMA FANNIE MAE |
2027-06-17 |
7.5 |
Other Instrument - CMOs |
$712,372.43 |
$830,593.00 |
|
GNMA GNRA 2007-018 S |
2037-04-16 |
6.641 |
Other Instrument - CMOs |
$11,294,011.75 |
$2,255,991.08 |
|
GNMA GNRA 2009-101 SB |
2039-08-20 |
6.283 |
Other Instrument - CMOs |
$14,076,200.64 |
$2,263,928.92 |
|
GNMA GNRA 2009-110 CS |
2039-11-16 |
6.231 |
Other Instrument - CMOs |
$14,312,001.60 |
$2,551,461.35 |
|
GNMA GNRA 2010-125 SD |
2040-01-16 |
6.521 |
Other Instrument - CMOs |
$13,611,487.26 |
$2,673,256.40 |
|
GNMA GNRA 2010-144 LS |
2037-07-16 |
6.2743 |
Other Instrument - CMOs |
$13,192,528.45 |
$2,020,571.50 |
|
GNMA GNRA 2010-145 SA |
2038-01-20 |
5.883 |
Other Instrument - CMOs |
$10,781,981.76 |
$1,959,793.20 |
|
GNMA GNRA 2011-051 SW |
2032-10-20 |
6.443 |
Other Instrument - CMOs |
$12,121,161.84 |
$2,483,707.20 |
|
GNMA GNRA 2012-043 SN |
2042-04-16 |
6.441 |
Other Instrument - CMOs |
$13,211,774.73 |
$2,664,534.21 |
|
GNMA GNRA 2012-108 CS |
2042-09-20 |
5.933 |
Other Instrument - CMOs |
$14,148,732.95 |
$2,615,306.43 |
|
GNMA GNRA 2013-103 DS |
2043-07-20 |
5.983 |
Other Instrument - CMOs |
$13,174,863.36 |
$2,247,633.52 |
|
GNMA GNRA 2013-129 BS |
2043-04-20 |
5.9832 |
Other Instrument - CMOs |
$13,437,782.40 |
$2,498,032.68 |
|
GNMA GNRA 2013-188 KS |
2043-12-20 |
5.374 |
Other Instrument - GNRA |
$19,481,004.80 |
$2,763,556.94 |
|
GNMA GNRM 2014-004 CT |
2044-01-20 |
4.5 |
Other Instrument - CMOs |
$2,168,880.00 |
$2,369,271.50 |
|
FNMA FNRA CL019S R12F019 |
2042-03-25 |
5.7854 |
Other Instrument - CMOs |
$12,033,335.34 |
$2,229,960.34 |
|
FMAC FGRA 3752PS 09/15/40 |
2040-09-15 |
5.84 |
Other Instrument - CMOs |
$17,173,911.84 |
$2,933,811.72 |
|
FMAC FGRA 3852SA 05/15/41 |
2041-05-15 |
6.283 |
Other Instrument - CMOs |
$11,569,348.74 |
$2,277,003.37 |
|
FMAC FGRA 3905QS 08/15/41 |
2041-08-15 |
6.3834 |
Other Instrument - CMOs |
$10,766,710.27 |
$2,012,169.67 |
|
FMAC FGRA 3947SJ 10/15/41 |
2041-10-15 |
6.283 |
Other Instrument - CMOs |
$10,253,905.20 |
$2,301,011.64 |
|
FMAC FGRA 3969AS 10/15/33 |
2033-10-15 |
6.383 |
Other Instrument - CMOs |
$10,513,054.63 |
$2,835,527.36 |
|
FMAC FGRA 3997SH 02/15/42 |
2042-02-15 |
6.283 |
Other Instrument - CMOs |
$9,463,707.51 |
$2,198,584.34 |
|
FMAC FGRA 4005PS 10/15/41 |
2041-10-15 |
5.833 |
Other Instrument - CMOs |
$13,949,607.59 |
$2,424,043.46 |
|
FMAC FGRA 4013QS 03/15/41 |
2041-03-15 |
5.7834 |
Other Instrument - CMOs |
$11,017,308.01 |
$2,260,965.34 |
|
FMAC FGRA 4030SD 02/15/41 |
2041-02-15 |
6.49 |
Other Instrument - CMOs |
$14,243,925.26 |
$2,745,166.83 |
|
FMAC FGRA 4032SA 04/15/42 |
2042-04-15 |
6.34 |
Other Instrument - CMOs |
$10,539,922.60 |
$1,986,878.46 |
|
FMAC FGRA 4108SC 09/15/42 |
2042-09-15 |
5.9334 |
Other Instrument - CMOs |
$10,396,403.13 |
$2,088,346.98 |
|
FMAC FGRA 4114SC 10/15/42 |
2042-10-15 |
5.9334 |
Other Instrument - CMOs |
$12,480,939.52 |
$2,702,024.39 |
|
FMAC FGRA 4136SG 11/15/42 |
2042-11-15 |
5.99 |
Other Instrument - CMOs |
$11,607,733.15 |
$2,537,186.07 |
|
FMAC FGRA 4297VS 07/15/39 |
2039-07-15 |
0 |
Other Instrument - FGRA |
$200,359.60 |
$200,829.84 |
|
FNMA FNRA CL012SA R13M012 |
2017-10-25 |
6.505 |
Other Instrument - Commercial Mortgage-Backed Security |
$24,418,536.02 |
$2,343,792.83 |
|
FNMA FNRA CL015PS R13F015 |
2041-04-25 |
6.035 |
Other Instrument - CMOs |
$12,749,379.10 |
$2,799,697.78 |
|
FNMA FNRA CL016HS R12F016 |
2042-03-25 |
6.2854 |
Other Instrument - CMOs |
$14,684,059.11 |
$3,113,263.80 |
|
FNMA FNRA CL018SC R12F018 |
2042-03-25 |
5.792 |
Other Instrument - CMOs |
$13,217,049.20 |
$2,339,686.46 |
|
FNMA FNRA CL030NI R07F030 |
2037-04-25 |
6.2754 |
Other Instrument - CMOs |
$19,229,645.77 |
$2,739,241.88 |
|
FNMA FNRA CL055SH R11F055 |
2041-06-25 |
6.3954 |
Other Instrument - CMOs |
$20,803,374.24 |
$3,055,618.33 |
|
FNMA FNRA CL075SK R12F075 |
2041-12-25 |
6.4854 |
Other Instrument - CMOs |
$10,635,250.87 |
$2,175,109.81 |
|
FNMA FNRA CL087NS R12F087 |
2039-02-25 |
5.885 |
Other Instrument - CMOs |
$6,079,768.18 |
$1,142,460.38 |
|
FNMA FNRA CL148BS R12F148 |
2039-12-25 |
5.9854 |
Other Instrument - CMOs |
$12,461,729.94 |
$2,829,168.68 |
|
FNMA FNRA RC017JS R12F017 |
2030-11-25 |
6.485 |
Other Instrument - CMOs |
$12,427,289.75 |
$2,176,140.64 |
|
FNMA FNRA RC051CI R11F051 |
2041-06-25 |
5.842 |
Other Instrument - CMOs |
$12,312,621.76 |
$2,256,640.90 |
|
FNMA FNRA RC101BS R11F101 |
2039-02-25 |
5.892 |
Other Instrument - CMOs |
$19,169,295.78 |
$2,870,774.56 |
|
FNMA FNRA RC101NS R11F101 |
2041-10-25 |
6.292 |
Other Instrument - CMOs |
$10,636,381.10 |
$2,211,417.08 |
|
FMAC FEDERAL HOME LN MTG C |
2019-01-25 |
1.5103 |
Other Instrument - Commercial Mortgage-Backed Security |
$21,901,422.81 |
$1,436,562.06 |
|
FMAC FEDERAL HOME LN MTG C |
2023-07-25 |
3.531 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,570,954.40 |
$2,631,797.96 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Barclays Capital, Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,006,220.67
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,006,220.67
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UG18
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,950,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,968,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,968,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd., 0.155%, 2/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538GK68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,199,988,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,199,988,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Santa Barbara Center for the Performing Arts
Item 27. The title of the issue (including coupon or yield): California Infrastructure & Economic Development Bank (Santa Barbara Center for the Performing Arts) , (Series 2008), 0.050%, 12/1/2038
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13033WW90
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,100,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,100,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,100,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.180%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
NPV |
2014-02-03 |
0 |
Other Instrument - ELEC |
$.00 |
$232,022.56 |
|
NPV |
2014-02-03 |
0 |
Other Instrument - FBL |
$.00 |
$439,813.08 |
|
NPV |
2014-02-03 |
0 |
Other Instrument - GORM |
$.00 |
$326,149.25 |
|
NPV |
2014-02-03 |
0 |
Other Instrument - PEAP |
$.00 |
$41,017.41 |
|
NPV |
2014-02-03 |
0 |
Other Instrument - WEST |
$.00 |
$30,185.55 |
|
USD1 |
2014-02-03 |
0 |
Other Instrument - CITI |
$.00 |
$127.69 |
|
USD1 |
2014-02-03 |
0 |
Other Instrument - FEDE |
$.00 |
$967,124.36 |
|
USD1 |
2014-02-03 |
0 |
Other Instrument - FERR |
$.00 |
$2,455,302.59 |
|
USD1 |
2014-02-03 |
0 |
Other Instrument - METR |
$.00 |
$15,276.35 |
|
USD1 |
2014-02-03 |
0 |
Other Instrument - PACI |
$.00 |
$22,815.18 |
|
COM NPV |
2014-02-03 |
0 |
Other Instrument - CTS |
$.00 |
$750,836.80 |
|
COM NPV |
2014-02-03 |
0 |
Other Instrument - HURC |
$.00 |
$8,980.43 |
|
COM NPV |
2014-02-03 |
0 |
Other Instrument - II-V |
$.00 |
$34,203.75 |
|
COM NPV |
2014-02-03 |
0 |
Other Instrument - INST |
$.00 |
$483,785.83 |
|
COM NPV |
2014-02-03 |
0 |
Other Instrument - YORK |
$.00 |
$32,338.52 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - ABRA |
$.00 |
$180,691.75 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - DXP |
$.00 |
$482,575.28 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - ENCO |
$.00 |
$380,259.50 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - EXAC |
$.00 |
$34,039.01 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - GAMC |
$.00 |
$550,343.36 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - GREA |
$.00 |
$15,418.78 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - HEAL |
$.00 |
$124,673.15 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - HI-T |
$.00 |
$204,427.56 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - IXYS |
$.00 |
$169,402.80 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - MARC |
$.00 |
$168,775.72 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - MCG |
$.00 |
$389,358.29 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - OMEG |
$.00 |
$718,364.69 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - PANT |
$.00 |
$494,137.58 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - STRA |
$.00 |
$701,361.01 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - SYST |
$.00 |
$20,669.25 |
|
USD0.01 |
2014-02-03 |
0 |
Other Instrument - TGC |
$.00 |
$153,214.88 |
|
USD0.02 |
2014-02-03 |
0 |
Other Instrument - EURO |
$.00 |
$170,057.42 |
|
USD0.05 |
2014-02-03 |
0 |
Other Instrument - DYNA |
$.00 |
$29,138.72 |
|
USD0.10 |
2014-02-03 |
0 |
Other Instrument - GRAH |
$.00 |
$472,493.85 |
|
USD0.10 |
2014-02-03 |
0 |
Other Instrument - UNIF |
$.00 |
$1,120,193.33 |
|
USD2.50 |
2014-02-03 |
0 |
Other Instrument - ENNI |
$.00 |
$489,052.23 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - AMKO |
$.00 |
$461,934.68 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - EGAI |
$.00 |
$246,509.38 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - EXPO |
$.00 |
$175,657.69 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - EXTR |
$.00 |
$1,702,817.39 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - HACK |
$.00 |
$137,000.73 |
|
USD0.001 |
2014-02-03 |
0 |
Other Instrument - PERF |
$.00 |
$1,341,639.62 |
|
USD0.333 |
2014-02-03 |
0 |
Other Instrument - DYCO |
$.00 |
$1,645,822.00 |
|
USD0.0001 |
2014-02-03 |
0 |
Other Instrument - EMER |
$.00 |
$2,432,404.33 |
|
USD0.0001 |
2014-02-03 |
0 |
Other Instrument - SIGA |
$.00 |
$55,211.87 |
|
CIBER, INC. |
2014-02-03 |
0 |
Other Instrument - CIBE |
$.00 |
$241,400.25 |
|
HARTE-HANKS |
2014-02-03 |
0 |
Other Instrument - HART |
$.00 |
$401,078.79 |
|
EZCORP, INC. |
2014-02-03 |
0 |
Other Instrument - EZCO |
$.00 |
$283,757.22 |
|
COM USD0.3333 |
2014-02-03 |
0 |
Other Instrument - DAWS |
$.00 |
$569,100.78 |
|
HAWKINS, INC. |
2014-02-03 |
0 |
Other Instrument - HAWK |
$.00 |
$162,817.76 |
|
USD0.02 CLS A |
2014-02-03 |
0 |
Other Instrument - FOST |
$.00 |
$52,575.92 |
|
CRAWFORD & CO. |
2014-02-03 |
0 |
Other Instrument - CRAW |
$.00 |
$124,963.70 |
|
CRYOLIFE, INC. |
2014-02-03 |
0 |
Other Instrument - CRYO |
$.00 |
$327,504.40 |
|
INVACARE CORP. |
2014-02-03 |
0 |
Other Instrument - INVA |
$.00 |
$1,224,954.47 |
|
DSP GROUP, INC. |
2014-02-03 |
0 |
Other Instrument - DSP |
$.00 |
$171,068.25 |
|
DAKTRONICS, INC. |
2014-02-03 |
0 |
Other Instrument - DAKT |
$.00 |
$1,099,157.10 |
|
SHS BNF INT USD1 |
2014-02-03 |
0 |
Other Instrument - WINT |
$.00 |
$124,055.58 |
|
SHS USD0.10 CLS B |
2014-02-03 |
0 |
Other Instrument - BEL |
$.00 |
$86,634.05 |
|
EPIQ SYSTEMS, INC. |
2014-02-03 |
0 |
Other Instrument - EPIQ |
$.00 |
$118,774.79 |
|
G&K SERVICES, INC. |
2014-02-03 |
0 |
Other Instrument - G&K |
$.00 |
$633,061.91 |
|
FIRST BANCORP, INC. |
2014-02-03 |
0 |
Other Instrument - FIRS |
$.00 |
$42,646.45 |
|
ANTARES PHARMA, INC. |
2014-02-03 |
0 |
Other Instrument - ANTA |
$.00 |
$511,020.51 |
|
DREW INDUSTRIES, INC. |
2014-02-03 |
0 |
Other Instrument - DREW |
$.00 |
$758,150.19 |
|
FIRST FINANCIAL CORP. |
2014-02-03 |
0 |
Other Instrument - FIRS |
$.00 |
$323.38 |
|
REPUBLIC BANCORP, INC. |
2014-02-03 |
0 |
Other Instrument - REPU |
$.00 |
$50,202.71 |
|
FIRST FINANCIAL BANCORP |
2014-02-03 |
0 |
Other Instrument - FIRS |
$.00 |
$318,427.80 |
|
BARCLAYS 3-7 YR TREASURY |
2014-02-03 |
0 |
Other Instrument - ISHA |
$.00 |
$406,082.08 |
|
DIGI INTERNATIONAL, INC. |
2014-02-03 |
0 |
Other Instrument - DIGI |
$.00 |
$10,923.22 |
|
KORN/FERRY INTERNATIONAL |
2014-02-03 |
0 |
Other Instrument - KORN |
$.00 |
$546,337.84 |
|
2.5% CONV BDS 29/FEB/2016 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$3,864,195.42 |
|
INSIGHT ENTERPRISES, INC. |
2014-02-03 |
0 |
Other Instrument - INSI |
$.00 |
$790,103.93 |
|
GIBRALTAR INDUSTRIES, INC. |
2014-02-03 |
0 |
Other Instrument - GIBR |
$.00 |
$58,620.42 |
|
SALEM COMMUNICATIONS CORP. |
2014-02-03 |
0 |
Other Instrument - SALE |
$.00 |
$7,441.93 |
|
PANHANDLE OIL AND GAS, INC. |
2014-02-03 |
0 |
Other Instrument - PANH |
$.00 |
$138,235.39 |
|
HAVERTY FURNITURE COS., INC. |
2014-02-03 |
0 |
Other Instrument - HAVE |
$.00 |
$309,840.53 |
|
3.75% CNV SNR 01/OCT/2014 USD |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$6,335,203.02 |
|
5.25% CNV SNR 15/MAR/2014 USD |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$2,528,593.06 |
|
ELECTRONICS FOR IMAGING, INC. |
2014-02-03 |
0 |
Other Instrument - ELEC |
$.00 |
$341,118.39 |
|
WTS 03/JUN/2030(TO SUBORD FOR |
2014-02-03 |
0 |
Other Instrument - CUMU |
$.00 |
$6,021.40 |
|
1.75% CNV BDS 15/OCT/2032 USD1 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$3,458,223.62 |
|
2.25% CNV BDS 01/MAR/2019 USD1 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$16,281,034.66 |
|
4.25% CNV BDS 15/AUG/2019 USD1 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$416,814.34 |
|
4.5% CNV BDS 01/NOV/2019 USD10 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$1,298,229.66 |
|
4.5% CNV BDS 15/MAR/2015 USD10 |
2014-02-03 |
0 |
Other Instrument - Corporates |
$.00 |
$3,832,653.30 |
|
MAGELLAN HEALTH SERVICES, INC. |
2014-02-03 |
0 |
Other Instrument - MAGE |
$.00 |
$1,740,916.80 |
|
SHS OF BENEFICIAL INTEREST USD |
2014-02-03 |
0 |
Other Instrument - GLIM |
$.00 |
$467,064.41 |
|
ALLIANCE ONE INTERNATIONAL, INC. |
2014-02-03 |
0 |
Other Instrument - ALLI |
$.00 |
$160,180.35 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 2/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UBL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,083.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC USA, Inc.
Item 27. The title of the issue (including coupon or yield): HSBC USA, Inc., 0.230%, 6/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40427SFA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,934,066.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,950,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $79,950,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FCAR Owner Trust, A1/P1 Series
Item 27. The title of the issue (including coupon or yield): FCAR Owner Trust, A1/P1 Series, 0.210%, 4/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3024A7D15
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,489,847.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,492,035.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,492,035.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.570%, 3/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
CD |
2048-10-15 |
5.688 |
Other Instrument - Commercial Mortgage-Backed Security |
$819,777.78 |
$772,769.25 |
|
ACE |
2036-08-25 |
.378 |
Other Instrument - Asset Backed Securities |
$256,170.44 |
$95,795.33 |
|
ACE |
2036-12-25 |
.278 |
Other Instrument - Asset Backed Securities |
$2,313,067.86 |
$1,268,698.95 |
|
CWL |
2046-01-25 |
.318 |
Other Instrument - Asset Backed Securities |
$943,108.62 |
$772,236.31 |
|
LXS |
2046-02-25 |
.418 |
Other Instrument - Asset Backed Securities |
$2,985,345.85 |
$2,240,146.28 |
|
RAMP |
2036-02-25 |
.448 |
Other Instrument - Asset Backed Securities |
$3,203,333.33 |
$2,618,648.99 |
|
AABST |
2035-10-25 |
.628 |
Other Instrument - Asset Backed Securities |
$1,308,888.89 |
$749,388.88 |
|
CBASS |
2036-07-25 |
.448 |
Other Instrument - CMOs |
$305,173.70 |
$299,434.99 |
|
HVMLT |
2037-07-19 |
.387 |
Other Instrument - Asset Backed Securities |
$432,614.11 |
$233,170.32 |
|
LBMLT |
2036-03-25 |
.348 |
Other Instrument - Asset Backed Securities |
$1,983,014.86 |
$956,275.86 |
|
WFMBS |
2036-03-25 |
0 |
Other Instrument - CMOs |
$1,461,223.42 |
$1,013,131.08 |
|
GT 1999-5 A5 |
2030-03-01 |
7.86 |
Other Instrument - Asset Backed Securities |
$4,310,191.06 |
$3,923,789.96 |
|
BCM 2000-A A2 |
2030-06-15 |
7.575 |
Other Instrument - Asset Backed Securities |
$140,241.19 |
$84,349.96 |
|
BCM 2001-A M1 |
2030-12-15 |
7.935 |
Other Instrument - Asset Backed Securities |
$723,333.33 |
$713,108.62 |
|
BACM 2007-3 AJ |
2049-06-10 |
5.6195 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,822.22 |
$4,816.32 |
|
BACM 2007-3 XW |
2049-06-10 |
.01724 |
Other Instrument - Commercial Mortgage-Backed Security |
$12,309,786.42 |
$5,374.18 |
|
CWHEL 2006-A A |
2032-04-15 |
.35 |
Other Instrument - Asset Backed Securities |
$531,587.83 |
$388,653.50 |
|
CWHL 2008-1 A3 |
2038-04-25 |
6 |
Other Instrument - CMOs |
$140,926.26 |
$22,640.93 |
|
IMM 2005-1 2A2 |
2035-04-25 |
.778 |
Other Instrument - Asset Backed Securities |
$171,204.69 |
$93,641.90 |
|
IMSA 2007-1 A2 |
2037-03-25 |
.318 |
Other Instrument - Asset Backed Securities |
$1,402,764.62 |
$1,079,489.27 |
|
MLCFC 2007-5 X |
2048-08-14 |
.5196 |
Other Instrument - Commercial Mortgage-Backed Security |
$774,971.69 |
$11,828.24 |
|
NSTR 2007-B M1 |
2037-04-25 |
.568 |
Other Instrument - Asset Backed Securities |
$5,097,088.89 |
$1,175,274.23 |
|
RAMC 2005-2 M1 |
2035-08-25 |
5.051 |
Other Instrument - Asset Backed Securities |
$3,444,444.44 |
$1,629,164.29 |
|
SVHE 2007-1 M1 |
2037-03-25 |
.478 |
Other Instrument - Asset Backed Securities |
$4,822,222.22 |
$110,807.70 |
|
AABST 2004-2 M2 |
2034-06-25 |
1.458 |
Other Instrument - Asset Backed Securities |
$378,380.19 |
$241,768.85 |
|
AMSI 2005-R1 M3 |
2035-03-25 |
.688 |
Other Instrument - Asset Backed Securities |
$2,755,555.56 |
$2,347,078.98 |
|
AMSI 2005-R6 M6 |
2035-08-25 |
1.308 |
Other Instrument - Asset Backed Securities |
$8,680,000.00 |
$383,939.51 |
|
AMSI 2005-R7 M4 |
2035-09-25 |
.768 |
Other Instrument - Asset Backed Securities |
$2,755,555.56 |
$1,562,399.10 |
|
ARMT 2004-4 5M1 |
2035-03-25 |
1.308 |
Other Instrument - Asset Backed Securities |
$2,140,934.96 |
$1,671,232.40 |
|
ARSI 2005-W2 M1 |
2035-10-25 |
.648 |
Other Instrument - Asset Backed Securities |
$5,511.11 |
$4,308.99 |
|
BAYV 2007-B 2A4 |
2047-08-28 |
.8612 |
Other Instrument - Asset Backed Securities |
$1,449,612.31 |
$806,449.56 |
|
BSABS 2005-4 M3 |
2036-01-25 |
1.058 |
Other Instrument - Asset Backed Securities |
$3,089,666.67 |
$1,347,158.26 |
|
COMM 2006-C8 AJ |
2046-12-10 |
5.377 |
Other Instrument - Commercial Mortgage-Backed Security |
$733,666.67 |
$709,621.32 |
|
CRMSI 2007-2 M1 |
2037-06-25 |
5.87053 |
Other Instrument - Asset Backed Securities |
$4,625,200.00 |
$2,933,015.57 |
|
CSMC 2006-C4 AJ |
2039-09-15 |
5.538 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,316.47 |
$1,211.07 |
|
CWCI 2007-C3 AJ |
2046-05-15 |
5.77019 |
Other Instrument - Commercial Mortgage-Backed Security |
$827.36 |
$791.41 |
|
CWHEL 2006-C 2A |
2036-05-15 |
.34 |
Other Instrument - Asset Backed Securities |
$2,173,155.08 |
$2,379,271.52 |
|
CWL 2005-IM3 A3 |
2036-03-25 |
.408 |
Other Instrument - Asset Backed Securities |
$1,533,147.71 |
$1,199,821.25 |
|
CWL 2006-17 2A3 |
2047-03-25 |
.398 |
Other Instrument - Asset Backed Securities |
$895,555.56 |
$451,985.29 |
|
CWL 2007-10 2A3 |
2047-06-25 |
.338 |
Other Instrument - Asset Backed Securities |
$4,822,222.22 |
$3,766,878.52 |
|
FHLT 2006-C 2A2 |
2036-10-25 |
.308 |
Other Instrument - Asset Backed Securities |
$37.22 |
$18.72 |
|
LXS 2006-4N A2A |
2046-04-25 |
.378 |
Other Instrument - Asset Backed Securities |
$2,836,282.69 |
$2,072,756.71 |
|
MSM 2005-11AR X |
2036-01-25 |
3.71441 |
Other Instrument - CMOs |
$4,713,410.53 |
$446,823.48 |
|
NCSLT 2005-3 A4 |
2029-04-25 |
.438 |
Other Instrument - Asset Backed Securities |
$254,888.89 |
$231,751.04 |
|
RALI 2005-QO5 X |
2046-01-25 |
0 |
Other Instrument - CMO |
$717,225.30 |
$36,533.92 |
|
RAMC 2006-3 AF3 |
2036-11-25 |
5.586 |
Other Instrument - Asset Backed Securities |
$1,704,620.92 |
$1,034,068.82 |
|
RAMC 2007-3 AF3 |
2037-09-25 |
7.238 |
Other Instrument - Asset Backed Securities |
$1,196,412.52 |
$728,297.80 |
|
RAST 2005-A2 A2 |
2035-03-25 |
.608 |
Other Instrument - CMOs |
$88,118.19 |
$68,983.71 |
|
ACE 2006-CW1 A2C |
2036-07-25 |
.298 |
Other Instrument - Asset Backed Securities |
$669,870.23 |
$508,610.63 |
|
AMSI 2004-R12 M1 |
2035-01-25 |
.728 |
Other Instrument - Asset Backed Securities |
$96,444.44 |
$80,579.05 |
|
AMSI 2004-R12 M2 |
2035-01-25 |
.768 |
Other Instrument - Asset Backed Securities |
$3,980,869.67 |
$2,857,685.96 |
|
BALTA 2006-5 1A1 |
2036-08-25 |
.328 |
Other Instrument - Asset Backed Securities |
$2,044,606.30 |
$1,092,253.12 |
|
BALTA 2006-8 1A1 |
2046-06-25 |
.318 |
Other Instrument - Asset Backed Securities |
$597,021.49 |
$379,587.53 |
|
BOAA 2005-9 1CB2 |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$394,735.42 |
$365,452.63 |
|
CWHL 2003-26 1A4 |
2033-08-25 |
7.442 |
Other Instrument - CMOs |
$928,508.25 |
$148,896.16 |
|
FFMER 2007-1 A2D |
2037-04-25 |
.498 |
Other Instrument - Asset Backed Securities |
$3,708,717.89 |
$2,147,793.24 |
|
FFMER 2007-2 A2C |
2037-05-25 |
.398 |
Other Instrument - Asset Backed Securities |
$3,994,434.14 |
$2,410,338.50 |
|
FFML 2004-FF1 B1 |
2034-11-25 |
2.558 |
Other Instrument - Asset Backed Securities |
$729,015.56 |
$297,664.54 |
|
GMACM 2006-HE1 A |
2036-11-25 |
.368 |
Other Instrument - Asset Backed Securities |
$3,543,072.84 |
$2,803,431.01 |
|
GSAMP 2006-S1 A1 |
2035-11-25 |
.298 |
Other Instrument - Asset Backed Securities |
$2,226,715.30 |
$413,965.02 |
|
GSR 2005-AR2 1A1 |
2035-04-25 |
2.74865 |
Other Instrument - CMOs |
$5,880.79 |
$5,328.59 |
|
LXS 2005-5N 3A3C |
2035-11-25 |
.658 |
Other Instrument - Asset Backed Securities |
$3,776,622.77 |
$2,119,170.28 |
|
MLMI 2005-A7 2A1 |
2035-09-25 |
5.0653 |
Other Instrument - CMOs |
$5,494.78 |
$5,064.30 |
|
MLMI 2006-HE3 A4 |
2037-06-25 |
.408 |
Other Instrument - Asset Backed Securities |
$4,192,344.83 |
$1,707,259.83 |
|
NCHET 2006-2 A2B |
2036-08-25 |
.318 |
Other Instrument - Asset Backed Securities |
$258,021.73 |
$185,090.13 |
|
OOMLT 2007-4 2A2 |
2037-04-25 |
.338 |
Other Instrument - Asset Backed Securities |
$5,348,428.93 |
$3,035,291.96 |
|
SBM7 1997-LB6 B2 |
2027-12-25 |
7 |
Other Instrument - ABS |
$842,934.20 |
$785,300.10 |
|
SURF 2005-BC1 M4 |
2035-12-25 |
.938 |
Other Instrument - Asset Backed Securities |
$1,377,777.78 |
$797,982.08 |
|
WAMU 2007-OA5 1A |
2047-06-25 |
.89 |
Other Instrument - CMOs |
$1,024,664.91 |
$884,524.73 |
|
ABFC 2004-OPT4 M1 |
2034-02-25 |
.758 |
Other Instrument - Asset Backed Securities |
$965,375.78 |
$815,589.30 |
|
ABSHE 2006-HE7 A4 |
2036-11-25 |
.298 |
Other Instrument - Asset Backed Securities |
$282,349.72 |
$199,946.08 |
|
BCAP 2007-AA1 1A2 |
2047-02-25 |
.318 |
Other Instrument - Asset Backed Securities |
$265,720.79 |
$222,928.54 |
|
BSABS 2004-HE9 M2 |
2034-11-25 |
1.358 |
Other Instrument - Asset Backed Securities |
$2,069,260.57 |
$1,472,488.81 |
|
BSABS 2005-CL1 A3 |
2034-09-25 |
7.342 |
Other Instrument - Asset Backed Securities |
$5,650,421.06 |
$1,027,052.31 |
|
BSABS 2006-HE3 M1 |
2036-04-25 |
.518 |
Other Instrument - Asset Backed Securities |
$2,331,888.89 |
$1,689,998.07 |
|
CSMC 2007-C4 A1AJ |
2039-09-15 |
5.75964 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,336.02 |
$1,977.15 |
|
CWHEL 2006-H 2A1A |
2036-11-15 |
.31 |
Other Instrument - Asset Backed Securities |
$5,787,790.71 |
$3,582,579.64 |
|
DBALT 2005-5 2AIO |
2035-11-25 |
.3965 |
Other Instrument - CMOs |
$2,998,644.99 |
$37,308.59 |
|
FFML 2005-FF10 A5 |
2035-11-25 |
.518 |
Other Instrument - Asset Backed Securities |
$34,444.44 |
$20,719.55 |
|
FFML 2007-FFC A2A |
2027-06-25 |
.308 |
Other Instrument - Asset Backed Securities |
$719,705.52 |
$384,450.70 |
|
HVMLT 2007-3 2A1B |
2047-05-19 |
.387 |
Other Instrument - Asset Backed Securities |
$2,889,145.49 |
$875,849.49 |
|
MSAC 2006-HE6 A2C |
2036-09-25 |
.308 |
Other Instrument - Asset Backed Securities |
$37,558.20 |
$20,367.99 |
|
MSAC 2006-HE6 A2D |
2036-09-25 |
.398 |
Other Instrument - Asset Backed Securities |
$863,838.52 |
$474,924.82 |
|
MSAC 2007-HE2 A2D |
2037-01-25 |
.368 |
Other Instrument - Asset Backed Securities |
$1,269,751.55 |
$726,443.53 |
|
PPSI 2005-WHQ4 M2 |
2035-09-25 |
.648 |
Other Instrument - Asset Backed Securities |
$1,722,222.22 |
$1,159,293.26 |
|
RALI 2006-QS17 A2 |
2036-12-25 |
6.492 |
Other Instrument - CMOs |
$2,021,904.00 |
$318,145.91 |
|
WAMU 2006-AR11 1A |
2046-09-25 |
1.1 |
Other Instrument - CMOs |
$371,349.55 |
$321,651.84 |
|
WAMU 2007-HY5 3A1 |
2037-05-25 |
4.804 |
Other Instrument - CMOs |
$1,474,741.00 |
$1,402,666.57 |
|
WBCMT 2006-C28 AJ |
2048-10-15 |
5.632 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,553,444.44 |
$1,468,118.88 |
|
WMALT 2007-OC1 A1 |
2047-01-25 |
.398 |
Other Instrument - Asset Backed Securities |
$6,970,435.95 |
$4,517,771.53 |
|
GSAMP 2007-FM1 A2C |
2036-12-25 |
.328 |
Other Instrument - Asset Backed Securities |
$5,103,642.31 |
$2,639,550.38 |
|
JPMAC 2005-OPT1 M4 |
2035-06-25 |
.778 |
Other Instrument - Asset Backed Securities |
$2,716,219.69 |
$1,780,862.43 |
|
JPMAC 2006-CH2 AV5 |
2036-10-25 |
.368 |
Other Instrument - Asset Backed Securities |
$4,460,555.56 |
$2,523,205.44 |
|
TMTS 2005-14HE AV2 |
2036-08-25 |
.438 |
Other Instrument - Asset Backed Securities |
$98,593.52 |
$59,975.29 |
|
WAMU 2006-AR9 2XPP |
2046-08-25 |
.41355 |
Other Instrument - CMOs |
$10,242.12 |
$11,349.95 |
|
WAMU 2007-OA4 2XPP |
2047-05-25 |
.07 |
Other Instrument - CMO |
$4,615,391.71 |
$27,379.05 |
|
WFMBS 2006-AR1 2A5 |
2036-03-25 |
5.31867 |
Other Instrument - CMOs |
$1,962.33 |
$1,931.89 |
|
WMALT 2007-OA5 A1A |
2047-05-25 |
.98 |
Other Instrument - CMOs |
$20,307.18 |
$15,878.34 |
|
144A BAYV 2005-A A1 |
2040-02-28 |
1.1612 |
Other Instrument - Asset Backed Securities |
$24,840,756.88 |
$19,852,181.11 |
|
144A EMCM 2003-B M1 |
2041-11-25 |
1.658 |
Other Instrument - Asset Backed Securities |
$1,741,754.04 |
$1,127,389.01 |
|
144A SAFT 2013-1 A3 |
2043-07-25 |
3.75 |
Other Instrument - CMO |
$1,774,288.56 |
$1,711,159.83 |
|
144A SDART 2012-6 E |
2019-11-15 |
3.51 |
Other Instrument - ABS |
$616,555.56 |
$621,613.47 |
|
CMLTI 2007-AMC1 A2B |
2036-12-25 |
.308 |
Other Instrument - Asset Backed Securities |
$1,003,652.73 |
$469,980.67 |
|
CWALT 2006-OA12 A1C |
2046-09-20 |
.437 |
Other Instrument - CMOs |
$5,092,542.74 |
$1,382,515.25 |
|
144A ACAP 2000-1A A1 |
2025-11-15 |
.64 |
Other Instrument - ABS |
$3,653,340.70 |
$1,790,982.58 |
|
144A IRWHE 2006-3 1A |
2037-09-25 |
.328 |
Other Instrument - Asset Backed Securities |
$7,879,510.57 |
$6,406,401.28 |
|
144A SDART 2012-AA E |
2019-12-16 |
3.4 |
Other Instrument - Asset Backed Securities |
$1,529,333.33 |
$1,533,330.49 |
|
ABS CONSECO FIN 00-1 |
2031-05-01 |
8.06 |
Other Instrument - ABS |
$3,964,537.57 |
$2,837,572.68 |
|
CWALT, INC., 2005-43 |
2039-04-16 |
4.842 |
Other Instrument - CMOs |
$11,054,410.23 |
$1,433,618.82 |
|
FNRA CL070HS R12F070 |
2042-07-25 |
5.842 |
Other Instrument - CMOs |
$2,455,506.53 |
$464,450.93 |
|
FNRA CL084PS R13F084 |
2042-11-25 |
5.992 |
Other Instrument - FNRA |
$11,383,951.04 |
$2,336,101.78 |
|
FNRM CL095ZC R10F095 |
2040-09-25 |
5 |
Other Instrument - CMOs |
$706,587.33 |
$739,239.67 |
|
FNRM RC007AG R14F007 |
2039-07-25 |
3 |
Other Instrument - FNRM |
$189,444.44 |
$193,647.78 |
|
144A DMSI 2006-PR1 AX |
2036-04-15 |
.48156 |
Other Instrument - CMO |
$1,518,163.91 |
$20,368.14 |
|
144A QUEST 2005-X2 A2 |
2035-12-25 |
.443 |
Other Instrument - Asset Backed Securities |
$39,982.33 |
$21,951.82 |
|
144A SMSTR 2005-1A A1 |
2045-12-06 |
.49185 |
Other Instrument - ABS |
$571,654.86 |
$177,291.07 |
|
144A TMTS 2006-4SL A1 |
2037-05-25 |
4.5 |
Other Instrument - Asset Backed Securities |
$2,315,422.36 |
$1,102,572.43 |
|
144A GRAND 2005-1A A1B |
2046-04-05 |
.3985 |
Other Instrument - ABS |
$44,994,711.06 |
$10,810,679.76 |
|
GRAND AVENUE CDO I LTD |
2046-04-05 |
0 |
Other Instrument - ABS |
$475,998.37 |
$114,239.55 |
|
144A MSAC 2007-SEA1 1A2 |
2047-02-25 |
2.058 |
Other Instrument - ABS |
$20,074,597.10 |
$4,456,596.80 |
|
GE COMMERCIAL MORTGAGE CO |
2049-12-10 |
.12923 |
Other Instrument - Commercial Mortgage-Backed Security |
$51,910,116.23 |
$278,331.41 |
|
INDYMAC RESIDENTIAL ASSET |
2039-01-27 |
.328 |
Other Instrument - Asset Backed Securities |
$259,039.60 |
$213,880.26 |
|
CD 2006-CD3 MORTGAGE TRUST |
2048-10-17 |
.49738 |
Other Instrument - Commercial Mortgage-Backed Security |
$50,086,165.88 |
$776,810.65 |
|
SG MTGE SEC TRUST 2005-OPT |
2035-10-25 |
.608 |
Other Instrument - Asset Backed Securities |
$3,016,644.44 |
$1,728,107.39 |
|
SHELLPOINT ASSET FDG TR CMO SE |
2043-07-25 |
0 |
Other Instrument - CMO |
$376,801.21 |
$3,605.24 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $155,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $155,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,983,480.98
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $154,983,480.98
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.220%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944RBE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,200,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,197,124.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,198,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $36,198,190.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fairway Finance Co. LLC
Item 27. The title of the issue (including coupon or yield): Fairway Finance Co. LLC, 0.198%, 5/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30601YNC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Bank of Montreal |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CNH Equipment Trust 2013-C
Item 27. The title of the issue (including coupon or yield): CNH Equipment Trust 2013-C, Class A1, 0.250%, 9/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12613SAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,812,375.69
Item 41. The total current amortized cost, to the nearest cent: $29,812,375.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,812,375.69
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,812,375.69
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 809990005
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 0 5/8 NOTE AD 17 |
2017-09-30 |
.625 |
Treasury Debt |
$55,180,056.61 |
$54,468,893.31 |
|
FMAC 04.000 FGPC J14493 G |
2026-02-01 |
4 |
Government Agency Debt |
$24,362,204.93 |
$26,221,585.25 |
|
FNMA FNMS 03.000 CIAK3263 |
2027-02-01 |
3 |
Government Agency Debt |
$7,812,303.71 |
$8,081,906.31 |
|
FNMA FNMS 04.500 CLAH6988 |
2041-03-01 |
4.5 |
Government Agency Debt |
$8,478,775.35 |
$9,124,408.66 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $95,977,000.00
Item 41. The total current amortized cost, to the nearest cent: $95,977,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $95,977,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $95,977,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.205%, 3/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1CM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $299,917,999.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,937,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,937,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3BQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,993,291.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,997,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,997,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America N.A.
Item 27. The title of the issue (including coupon or yield): Bank of America N.A., REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 03199U009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNII SF MA0022 M |
2042-04-20 |
3.5 |
Government Agency Debt |
$2,180,412.01 |
$2,250,101.61 |
|
GNMA GNMI SF 736652 X |
2040-04-15 |
4.5 |
Government Agency Debt |
$435,610.41 |
$477,548.80 |
|
GNMA GNMI SF 736657 X |
2040-04-15 |
4.5 |
Government Agency Debt |
$506,301.22 |
$557,581.94 |
|
GNMA GNMI SF 736661 X |
2040-04-15 |
4 |
Government Agency Debt |
$298,476.75 |
$317,346.25 |
|
GNMA GNMI SF 736667 X |
2040-03-15 |
5 |
Government Agency Debt |
$476,249.78 |
$526,199.66 |
|
GNMA GNMI SP 782786 X |
2039-10-15 |
5 |
Government Agency Debt |
$492,144.89 |
$543,740.70 |
|
GNMA GNRM 2010-009 QA |
2040-01-20 |
3 |
Government Agency Debt |
$1,833,242.14 |
$1,813,485.29 |
|
FMAC 04.000 FGPC A94605 G |
2040-10-01 |
4 |
Government Agency Debt |
$1,168,833.98 |
$1,224,226.58 |
|
FMAC 05.500 FGPC G05856 G |
2040-03-01 |
5.5 |
Government Agency Debt |
$417,430.60 |
$458,221.64 |
|
FNMA FNMS 03.500 CLAK6732 |
2042-03-01 |
3.5 |
Government Agency Debt |
$2,418,946.30 |
$2,458,367.06 |
|
FNMA FNMS 03.500 CLAO8046 |
2042-07-01 |
3.5 |
Government Agency Debt |
$2,367,902.32 |
$2,406,524.39 |
|
FNMA FNMS 04.000 CLAJ9279 |
2041-12-01 |
4 |
Government Agency Debt |
$1,323,028.86 |
$1,389,539.29 |
|
FNMA FNMS 05.000 CL555678 |
2033-08-01 |
5 |
Government Agency Debt |
$1,428,715.85 |
$1,569,946.79 |
|
FNMA FNMS 05.500 CL762874 |
2033-10-01 |
5.5 |
Government Agency Debt |
$441,369.85 |
$488,649.98 |
|
FNMA FNMS 05.500 CL772039 |
2033-06-01 |
5.5 |
Government Agency Debt |
$436,999.25 |
$483,921.76 |
|
FNMA FNMS 05.500 CL772102 |
2033-10-01 |
5.5 |
Government Agency Debt |
$193,838.37 |
$214,585.34 |
|
FNMA FNMS 06.000 CLAE0022 |
2039-07-01 |
6 |
Government Agency Debt |
$221,215.39 |
$245,781.58 |
|
FNMA FNMS 06.500 CLAD0922 |
2039-09-01 |
6.5 |
Government Agency Debt |
$2,270,064.92 |
$2,542,067.88 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $19,559,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,559,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,559,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,559,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., REPO, 0.050%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR BILL 03/06/14 |
2014-03-06 |
0 |
Treasury Debt |
$205,820,200.00 |
$205,811,967.19 |
|
USTR 0 3/4 NOTE V 18 |
2018-02-28 |
.75 |
Treasury Debt |
$116,827,500.00 |
$115,043,531.17 |
|
USTR 0 3/8 NOTE X 15 |
2015-03-15 |
.375 |
Treasury Debt |
$230,021,000.00 |
$230,853,114.31 |
|
USTR 1 3/8 NOTE AA 18 |
2018-06-30 |
1.375 |
Treasury Debt |
$212,745,000.00 |
$213,294,623.77 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $750,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.7%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $750,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $750,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 6/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3FS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,969,791.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,979,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,979,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,991,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,995,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,995,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FCAR Owner Trust, A1+/P1 Series
Item 27. The title of the issue (including coupon or yield): FCAR Owner Trust, A1+/P1 Series, 0.200%, 4/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3024A1D91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,770,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,762,268.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,763,976.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,763,976.70
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.217%, 11/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TSU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $194,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $194,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $194,531,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $194,531,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Dynetics, Inc.
Item 27. The title of the issue (including coupon or yield): Dynetics, Inc., Series 2010-A, 0.150%, 12/1/2035
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 26817TAB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,705,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,705,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,705,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,705,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.220%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BJZHUMANA |
2016-06-01 |
6.45 |
Other Instrument - Corporates |
$439,405.40 |
$495,548.23 |
|
01BLAKOHL'S |
2017-12-15 |
6.25 |
Other Instrument - Corporates |
$35,000.00 |
$40,527.07 |
|
01BCJBEAM INC |
2017-05-15 |
1.875 |
Other Instrument - Corporates |
$70,000.00 |
$70,661.38 |
|
01BKEIBM CORP |
2017-09-14 |
5.7 |
Other Instrument - Corporates |
$25,900.00 |
$30,348.11 |
|
01RD5NETAPP INC |
2022-12-15 |
3.25 |
Other Instrument - Corporates |
$56,700.00 |
$52,802.04 |
|
01T9ZENOGEX LLC |
2020-03-15 |
6.25 |
Other Instrument - Corporates |
$357,000.00 |
$401,250.55 |
|
02IX5SANOFI S A |
2018-04-10 |
1.25 |
Other Instrument - Corporates |
$175,000.00 |
$172,496.48 |
|
01BJ1HARRIS CORP |
2019-06-15 |
6.375 |
Other Instrument - Corporates |
$4,761.40 |
$5,600.57 |
|
01BPKRAYTHEON CO |
2018-12-15 |
6.4 |
Other Instrument - Corporates |
$105,000.00 |
$125,763.52 |
|
01BVHORACLE CORP |
2019-07-08 |
5 |
Other Instrument - Corporates |
$87,500.00 |
$100,096.89 |
|
01BDZC R BARD INC |
2018-01-15 |
1.375 |
Other Instrument - Corporates |
$14,000.00 |
$13,750.39 |
|
01BFMINTL CCE INC |
2015-09-15 |
2.125 |
Other Instrument - Corporates |
$220,500.00 |
$226,794.79 |
|
01BFSCON -WAY INC |
2018-01-15 |
7.25 |
Other Instrument - Corporates |
$140,000.00 |
$164,941.31 |
|
01BFYDANAHER CORP |
2018-01-15 |
5.625 |
Other Instrument - Corporates |
$151,200.00 |
$174,069.00 |
|
01FGTSHINHAN BANK |
2015-09-15 |
4.375 |
Other Instrument - CBND |
$1,610.70 |
$1,719.55 |
|
01T8LTUPPERWARE CORP |
2021-06-01 |
4.75 |
Other Instrument - Corporates |
$136,500.00 |
$140,916.69 |
|
01BUTWRIGLEY WM JR CO |
2016-10-21 |
1.4 |
Other Instrument - Corporates |
$210,000.00 |
$211,923.37 |
|
01D38UNIONBANCAL CORP |
2022-06-18 |
3.5 |
Other Instrument - Corporates |
$395,500.00 |
$399,000.39 |
|
01BL5KIMCO REALTY CORP |
2017-05-01 |
5.7 |
Other Instrument - Corporates |
$70,000.00 |
$79,081.10 |
|
01BV9CISCO SYSTEMS,INC |
2019-02-15 |
4.95 |
Other Instrument - Corporates |
$422,052.40 |
$490,085.13 |
|
01BFHJP MORGAN CHASE CO |
2023-05-01 |
3.375 |
Other Instrument - Corporates |
$340,200.00 |
$321,369.08 |
|
01BSZUNION PACIFIC CORP |
2022-07-15 |
4.163 |
Other Instrument - Corporates |
$344,409.80 |
$365,615.19 |
|
01BWXALTERA CORPORATION |
2023-11-15 |
4.1 |
Other Instrument - Corporates |
$77,000.00 |
$77,516.97 |
|
01C0JCARDINAL HEALTH, INC |
2020-12-15 |
4.625 |
Other Instrument - Corporates |
$129,500.00 |
$142,710.26 |
|
01G2LNOBLE HOLDING INTERN |
2041-03-01 |
6.05 |
Other Instrument - Corporates |
$175,000.00 |
$191,640.46 |
|
01SLQNY LIFE INSURANCE CO |
2033-05-15 |
5.875 |
Other Instrument - Corporates |
$23,449,072.50 |
$27,343,325.10 |
|
02I6MPLAINS EXPLORATION & |
2019-10-15 |
8.625 |
Other Instrument - Corporates |
$350,000.00 |
$391,263.54 |
|
01BE7VERIZON COMMUNICATION |
2016-04-01 |
3 |
Other Instrument - Corporates |
$542.50 |
$571.61 |
|
01BE7VERIZON COMMUNICATION |
2021-11-01 |
3.5 |
Other Instrument - Corporates |
$133,700.00 |
$135,542.39 |
|
01BFHJ P MORGAN CHASE & CO |
2024-02-01 |
3.875 |
Other Instrument - Corporates |
$380,148.30 |
$378,400.73 |
|
01BL4KIMBERLY-CLARK CORPOR |
2041-03-01 |
5.3 |
Other Instrument - Corporates |
$2,968,204.40 |
$3,414,276.05 |
|
01EONSUMITOMO BMITSUI BANK |
2019-01-10 |
2.45 |
Other Instrument - Corporates |
$374,270.40 |
$378,076.42 |
|
01HT4ONEOK PARTNERS LTD PA |
2022-10-01 |
3.375 |
Other Instrument - Corporates |
$476,000.00 |
$461,601.00 |
|
01N2ZAMERICAN WATER CAPITA |
2024-03-01 |
3.85 |
Other Instrument - Corporates |
$214,200.00 |
$215,939.30 |
|
01OWJRIG 7.500 04/15/31 |
2031-04-15 |
7.5 |
Other Instrument - Corporates |
$334,956.30 |
$398,210.56 |
|
01RCIVIRGINIA ELEC & PWR C |
2036-01-15 |
6 |
Other Instrument - Corporates |
$25,391,310.00 |
$30,783,323.96 |
|
01RCWDIAMOND OFFSHORE DRIL |
2043-11-01 |
4.875 |
Other Instrument - Corporates |
$617,400.00 |
$618,604.70 |
|
01RTKADR AMERICA MOVIL S A |
2022-07-16 |
3.125 |
Other Instrument - Corporates |
$630,000.00 |
$587,961.42 |
|
01YQ9HYUNDAI CAPITAL AMERI |
2018-08-09 |
2.875 |
Other Instrument - Corporates |
$42,000.00 |
$43,386.68 |
|
02G8TCONTINENTAL RESOURCES |
2019-10-01 |
8.25 |
Other Instrument - Corporates |
$350,000.00 |
$389,375.00 |
|
02GFQSENIOR HOUSING PROPER |
2016-01-15 |
4.3 |
Other Instrument - Corporates |
$80,500.00 |
$84,001.84 |
|
02GKLNISOURCE FINANCE CORP |
2045-02-01 |
5.65 |
Other Instrument - Corporates |
$465,500.00 |
$506,517.40 |
|
02HJ5RIO TINTO FINANCE USA |
2020-11-02 |
3.5 |
Other Instrument - Corporates |
$350,000.00 |
$361,232.47 |
|
02I2KONCOR ELECTRIC DELIVE |
2041-12-01 |
4.55 |
Other Instrument - Corporates |
$207,900.00 |
$205,031.67 |
|
02J3TREYNOLDS AMERICAN INC |
2017-06-15 |
6.75 |
Other Instrument - Corporates |
$158,200.00 |
$184,718.28 |
|
02SWQPENSKE TRUCK LESING C |
2018-07-17 |
2.875 |
Other Instrument - Corporates |
$23,310.70 |
$23,720.92 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,004,199.56
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,004,199.56
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Securities LLC, 0.320%, 4/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 466999000
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
CWL |
2032-08-25 |
2.633 |
Other Instrument - Asset Backed Securities |
$125,254.15 |
$4,890.01 |
|
CWHEL |
2036-11-15 |
.31 |
Other Instrument - ABS |
$3,146,512.32 |
$1,853,807.52 |
|
SACO 2006-6 A |
2036-06-25 |
.418 |
Other Instrument - Asset Backed Securities |
$330,013.67 |
$479,955.38 |
|
BSABS 2006-SD3 |
2036-08-25 |
5.5 |
Other Instrument - ABS |
$430,277.32 |
$429,451.22 |
|
CWL 2006-S2 A3 |
2027-07-25 |
5.841 |
Other Instrument - Asset Backed Securities |
$7,856,920.13 |
$8,458,025.86 |
|
CWL 2006-S3 A4 |
2029-01-25 |
6.41373 |
Other Instrument - Asset Backed Securities |
$2,710,080.34 |
$2,399,780.93 |
|
CWL 2006-S4 A3 |
2034-07-25 |
5.804 |
Other Instrument - Asset Backed Securities |
$7,051,721.20 |
$8,793,191.37 |
|
INDS 2006-2B A |
2036-10-25 |
.328 |
Other Instrument - Asset Backed Securities |
$4,431,440.46 |
$1,584,255.73 |
|
SACO 2006-10 A |
2036-10-25 |
.308 |
Other Instrument - Asset Backed Securities |
$1,019,454.61 |
$1,312,097.01 |
|
SACO 2006-9 A1 |
2036-08-25 |
.308 |
Other Instrument - Asset Backed Securities |
$3,847,906.03 |
$4,279,759.38 |
|
AMSI 2004-R1 M8 |
2034-02-25 |
2.783 |
Other Instrument - Asset Backed Securities |
$121,583.75 |
$117,605.84 |
|
BSSLT 2007-1 3A |
2037-08-25 |
.598 |
Other Instrument - Asset Backed Securities |
$679,679.24 |
$1,017,604.25 |
|
CWHEL 2006-C 2A |
2036-05-15 |
.34 |
Other Instrument - Asset Backed Securities |
$610,231.08 |
$668,109.45 |
|
HEAT 2006-8 2A4 |
2037-03-25 |
.378 |
Other Instrument - Asset Backed Securities |
$7,887,600.00 |
$551,828.35 |
|
LXS 2007-3 4BIO |
2037-03-25 |
6.532 |
Other Instrument - Asset Backed Securities |
$1,314,733.99 |
$267,114.77 |
|
LXS 2007-6 2AIO |
2037-05-25 |
6.112 |
Other Instrument - Asset Backed Securities |
$16,708,620.32 |
$2,114,244.21 |
|
NCSLT 2004-1 B2 |
2039-06-01 |
3.667 |
Other Instrument - Asset Backed Securities |
$19,908,000.00 |
$11,193,578.32 |
|
VENTR 2007-8X D |
2021-07-22 |
2.76556 |
Other Instrument - ABS |
$1,602,720.00 |
$1,516,219.23 |
|
FFML 2006-FFA A2 |
2026-09-25 |
.308 |
Other Instrument - Asset Backed Securities |
$147,751.37 |
$35,070.24 |
|
FFML 2006-FFA A3 |
2026-09-25 |
.278 |
Other Instrument - Asset Backed Securities |
$1,334,903.32 |
$537,466.63 |
|
FFML 2006-FFA A4 |
2026-09-25 |
.368 |
Other Instrument - Asset Backed Securities |
$358,714.94 |
$14,945.54 |
|
FFML 2006-FFB A4 |
2026-12-25 |
.368 |
Other Instrument - Asset Backed Securities |
$878,349.02 |
$29,859.57 |
|
FFML 2007-FFA A1 |
2028-01-25 |
.298 |
Other Instrument - Asset Backed Securities |
$257,054.33 |
$25,947.94 |
|
SACO 2005-WM2 M1 |
2035-07-25 |
.708 |
Other Instrument - Asset Backed Securities |
$1,266,742.11 |
$1,718,722.34 |
|
CWHEL 2006-H 2A1A |
2036-11-15 |
.31 |
Other Instrument - Asset Backed Securities |
$6,963,498.54 |
$4,310,330.02 |
|
GMACM 2005-HE3 A3 |
2036-02-25 |
.398 |
Other Instrument - ABS |
$4,218,956.66 |
$3,811,186.77 |
|
GSAMP 2007-H1 A2B |
2047-01-25 |
.358 |
Other Instrument - Asset Backed Securities |
$6,187,429.39 |
$3,507,620.74 |
|
JPMAC 2006-NC2 M2 |
2036-07-25 |
.458 |
Other Instrument - Asset Backed Securities |
$88,200.00 |
$1,190.40 |
|
LBMLT 2005-WL3 M2 |
2035-11-25 |
.628 |
Other Instrument - Asset Backed Securities |
$19,152,000.00 |
$5,693,070.18 |
|
RFMS2 2007-HI1 A4 |
2037-03-25 |
5.93 |
Other Instrument - Asset Backed Securities |
$8,782,200.00 |
$5,722,382.09 |
|
SAIL 2003-BC10 M2 |
2033-10-25 |
2.933 |
Other Instrument - Asset Backed Securities |
$198,635.10 |
$132,955.29 |
|
JPMAC 2005-WMC1 M4 |
2035-09-25 |
.758 |
Other Instrument - Asset Backed Securities |
$2,016,000.00 |
$509,675.60 |
|
144A CRELT 2006-1A B |
2037-01-20 |
.62635 |
Other Instrument - ABS |
$6,315,120.00 |
$5,051,884.91 |
|
144A VENTR 2007-8A E |
2021-07-22 |
4.4866 |
Other Instrument - ABS |
$1,008,000.00 |
$930,915.22 |
|
144A GKKRE 2007-1A A1 |
2056-08-15 |
.5206 |
Other Instrument - ABS |
$32,433,741.30 |
$27,546,462.68 |
|
144A NMCRE 2007-2A A1A |
2042-05-21 |
.4891 |
Other Instrument - ABS |
$10,930,254.98 |
$10,522,306.22 |
|
BSABS 2007-AC3 (AC73) |
2037-04-25 |
.558 |
Other Instrument - Asset Backed Securities |
$15,436,807.83 |
$8,496,272.21 |
|
144A TBRNA 2006-6A A1BF |
2036-12-05 |
.59775 |
Other Instrument - ABS |
$3,612,973.71 |
$2,895,479.26 |
|
GT 94-8 B2 ASSET-BACKED LOANS |
2020-04-15 |
9.4 |
Other Instrument - ABS |
$60,854.03 |
$17,990.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
J.P. Morgan Securities LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $126,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $126,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $126,012,804.36
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $126,012,804.36
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Gulf Gate Apartments LLC
Item 27. The title of the issue (including coupon or yield): Gulf Gate Apartments LLC, Series 2003, 0.160%, 9/1/2028
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 402278AA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,550,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,550,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,550,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,550,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Erikson Institute
Item 27. The title of the issue (including coupon or yield): Illinois Finance Authority (Erikson Institute) , (Series 2007), 0.060%, 11/1/2037
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 452029AA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Varenna LLC
Item 27. The title of the issue (including coupon or yield): Varenna LLC, Varenna at Fountain Grove Project Series 2011-A, 0.160%, 12/1/2051
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 922139AA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $56,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $56,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $56,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $56,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.220%, 3/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85325BE42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,017,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,017,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York State HFA
Item 27. The title of the issue (including coupon or yield): New York State HFA, Series 2013-A, 0.100%, 5/1/2045
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64986UFP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.240%, 3/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3C43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,989,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,994,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,994,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Los Angeles County Fair Association
Item 27. The title of the issue (including coupon or yield): Los Angeles County Fair Association, 0.160%, 11/1/2039
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 545309AC0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,735,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,735,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,735,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,735,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York City, NY
Item 27. The title of the issue (including coupon or yield): New York City, NY, (Fiscal 2004 Series A-2), 0.050%, 8/1/2031
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64966CLU3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,600,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,600,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,600,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Michigan Finance Authority
Item 27. The title of the issue (including coupon or yield): Michigan Finance Authority, Series 2010-C, 0.120%, 9/1/2050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59447PCJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of Montreal |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kentucky Housing Corp.
Item 27. The title of the issue (including coupon or yield): Kentucky Housing Corp., (2006 Series C), 0.040%, 7/1/2036
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 49130PXP4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
PNC Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,425,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,425,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,425,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,425,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.240%, 3/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UC38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,990,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas SA
Item 27. The title of the issue (including coupon or yield): BNP Paribas SA, 0.220%, 3/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572W6J0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,003,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,003,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.200%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1C61
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,972,499.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,980,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,980,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.250%, 3/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944RCK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $247,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $246,921,097.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $246,945,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $246,945,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd., 0.160%, 2/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538GA77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.540%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
CD |
2048-10-15 |
5.688 |
Other Instrument - Commercial Mortgage-Backed Security |
$492,263.16 |
$464,035.31 |
|
CWL |
2036-09-25 |
.438 |
Other Instrument - Asset Backed Securities |
$5,376,305.26 |
$4,282,812.11 |
|
CWL |
2037-05-25 |
1.508 |
Other Instrument - Asset Backed Securities |
$54,421.05 |
$22,903.02 |
|
CWL |
2037-09-25 |
.328 |
Other Instrument - Asset Backed Securities |
$9,723.39 |
$9,395.99 |
|
CWL |
2046-01-25 |
.318 |
Other Instrument - Asset Backed Securities |
$247,245.94 |
$202,449.95 |
|
LXS |
2046-02-25 |
.418 |
Other Instrument - Asset Backed Securities |
$53,188.31 |
$39,911.49 |
|
AMSI |
2035-04-25 |
.888 |
Other Instrument - Asset Backed Securities |
$3,602,102.37 |
$1,878,014.92 |
|
CSMC |
2040-09-15 |
5.869 |
Other Instrument - Commercial Mortgage-Backed Security |
$400,736.84 |
$414,461.61 |
|
GSAA |
2036-11-25 |
.218 |
Other Instrument - Asset Backed Securities |
$299,912.84 |
$153,909.80 |
|
GSMS |
2039-11-10 |
5.622 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,474,315.79 |
$1,442,550.61 |
|
MSAC |
2034-12-25 |
.928 |
Other Instrument - Asset Backed Securities |
$833,542.33 |
$574,007.51 |
|
MSAC |
2035-01-25 |
.838 |
Other Instrument - Asset Backed Securities |
$220,919.90 |
$82,577.07 |
|
MSAC |
2036-08-25 |
.298 |
Other Instrument - Asset Backed Securities |
$312,315.93 |
$208,858.28 |
|
ABSHE |
2035-11-25 |
.608 |
Other Instrument - Asset Backed Securities |
$254,789.47 |
$203,467.34 |
|
BSABS |
2034-09-25 |
1.913 |
Other Instrument - Asset Backed Securities |
$93,134.22 |
$78,389.36 |
|
BSSLT |
2037-01-25 |
.348 |
Other Instrument - ABS |
$2,914,706.26 |
$4,292,644.36 |
|
CWALT |
2035-11-20 |
2.31001 |
Other Instrument - CMOs |
$1,585,763.40 |
$110,271.87 |
|
GSAMP |
2046-05-25 |
.378 |
Other Instrument - Asset Backed Securities |
$1,505,039.62 |
$1,375,753.71 |
|
LBMLT |
2036-03-25 |
.348 |
Other Instrument - Asset Backed Securities |
$777,861.42 |
$375,110.70 |
|
LBMLT |
2036-08-25 |
.318 |
Other Instrument - Asset Backed Securities |
$1,879,466.23 |
$1,051,061.76 |
|
OOMLT |
2037-05-25 |
.388 |
Other Instrument - Asset Backed Securities |
$118,486.24 |
$66,290.68 |
|
WFMBS |
2036-03-25 |
0 |
Other Instrument - CMOs |
$1,113.00 |
$771.70 |
|
HEMT 2006-1 |
2036-05-25 |
.408 |
Other Instrument - Asset Backed Securities |
$1,020,394.74 |
$101,656.49 |
|
BCM 1999-B A6 |
2029-12-15 |
7.85 |
Other Instrument - Asset Backed Securities |
$1,486,513.92 |
$968,387.42 |
|
BCM 2000-A A2 |
2030-06-15 |
7.575 |
Other Instrument - Asset Backed Securities |
$1,009,621.57 |
$607,250.56 |
|
BCM 2000-A A4 |
2030-06-15 |
8.29 |
Other Instrument - Asset Backed Securities |
$362,333.77 |
$236,883.44 |
|
CWHL 2007-5 X |
2037-05-25 |
.20025 |
Other Instrument - CMOs |
$4,384,486.78 |
$30,762.92 |
|
CWL 2002-6 M1 |
2033-02-25 |
1.808 |
Other Instrument - Asset Backed Securities |
$347,648.01 |
$229,255.93 |
|
CWL 2004-5 M5 |
2034-05-25 |
2.483 |
Other Instrument - Asset Backed Securities |
$58,841.11 |
$40,436.60 |
|
IMM 2005-3 A2 |
2035-08-25 |
.758 |
Other Instrument - Asset Backed Securities |
$263,441.58 |
$123,131.34 |
|
BACM 2007-3 XW |
2049-06-10 |
.01724 |
Other Instrument - Commercial Mortgage-Backed Security |
$19,834,030.47 |
$8,659.10 |
|
BACM 2007-4 AJ |
2051-02-10 |
5.81383 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,068,000.00 |
$2,060,929.30 |
|
BAMH 1997-2 B1 |
2022-02-10 |
7.07 |
Other Instrument - ABS |
$11,131,578.95 |
$5,188,170.26 |
|
BSABS 2006-AQ1 |
2036-03-25 |
.358 |
Other Instrument - Asset Backed Securities |
$11,974,500.42 |
$8,072,797.45 |
|
CSMC TR 2013-6 |
2043-08-25 |
3.29517 |
Other Instrument - CMO |
$394,685.72 |
$334,684.93 |
|
CWHEL 2006-A A |
2032-04-15 |
.35 |
Other Instrument - Asset Backed Securities |
$4,157,431.34 |
$3,039,573.43 |
|
CWL 2005-1 MF3 |
2035-07-25 |
5.52696 |
Other Instrument - Asset Backed Securities |
$225,189.11 |
$69,993.46 |
|
CWL 2005-12 M2 |
2036-02-25 |
.648 |
Other Instrument - Asset Backed Securities |
$682,736.84 |
$394,314.66 |
|
CWL 2005-15 M1 |
2036-04-25 |
.608 |
Other Instrument - Asset Backed Securities |
$1,152,736.84 |
$530,914.23 |
|
CWL 2006-14 M1 |
2037-02-25 |
.448 |
Other Instrument - Asset Backed Securities |
$11,873,684.21 |
$45,217.63 |
|
CWL 2006-S1 A3 |
2021-08-25 |
5.597 |
Other Instrument - Asset Backed Securities |
$9,486,619.66 |
$10,138,096.34 |
|
CWL 2006-S6 A3 |
2034-03-25 |
5.658 |
Other Instrument - Asset Backed Securities |
$3,887,145.30 |
$4,854,044.65 |
|
CWL 2007-7 2A3 |
2047-10-25 |
.388 |
Other Instrument - Asset Backed Securities |
$90,536.84 |
$65,447.67 |
|
IMSA 2007-1 A2 |
2037-03-25 |
.318 |
Other Instrument - Asset Backed Securities |
$1,337,865.92 |
$1,029,546.86 |
|
MARS 2007-1 A2 |
2037-06-27 |
5.992157 |
Other Instrument - CMO |
$2,556,044.01 |
$1,308,370.17 |
|
NHEL 2005-4 M1 |
2036-01-25 |
.598 |
Other Instrument - Asset Backed Securities |
$346,315.79 |
$246,182.40 |
|
RAMC 2005-3 M3 |
2035-11-25 |
5.484 |
Other Instrument - Asset Backed Securities |
$989,473.68 |
$80,539.20 |
|
SASC 2006-S4 A |
2037-01-25 |
.328 |
Other Instrument - Asset Backed Securities |
$5,240,532.58 |
$1,214,999.41 |
|
AABST 2004-2 M2 |
2034-06-25 |
1.458 |
Other Instrument - Asset Backed Securities |
$486,604.07 |
$310,919.30 |
|
ACE 2003-OP1 M2 |
2033-12-25 |
2.408 |
Other Instrument - Asset Backed Securities |
$38,719.40 |
$35,599.29 |
|
AMSI 2005-R7 M6 |
2035-09-25 |
.888 |
Other Instrument - Asset Backed Securities |
$6,184,210.53 |
$383,243.79 |
|
BSSLT 2007-1 2A |
2037-08-25 |
.598 |
Other Instrument - Asset Backed Securities |
$4,459,722.17 |
$9,348,393.80 |
|
COMM 2006-C8 AJ |
2046-12-10 |
5.377 |
Other Instrument - Commercial Mortgage-Backed Security |
$875,684.21 |
$846,984.35 |
|
CWHEL 2004-K 2A |
2034-02-15 |
.46 |
Other Instrument - Asset Backed Securities |
$728,338.46 |
$634,639.66 |
|
CWHEL 2004-N 2A |
2034-02-15 |
.44 |
Other Instrument - Asset Backed Securities |
$584,484.82 |
$477,354.76 |
|
CWHEL 2006-I 2A |
2037-01-15 |
.3 |
Other Instrument - Asset Backed Securities |
$7,367.94 |
$6,510.40 |
|
CWHL 2005-6 2A1 |
2035-04-25 |
5.5 |
Other Instrument - CMOs |
$10,671.99 |
$10,191.76 |
|
CWL 2004-15 MF3 |
2035-02-25 |
5.311 |
Other Instrument - Asset Backed Securities |
$636,002.75 |
$370,202.45 |
|
CWL 2004-BC1 M4 |
2033-08-25 |
2.633 |
Other Instrument - Asset Backed Securities |
$128,642.36 |
$73,149.36 |
|
CWL 2005-10 MF2 |
2036-02-25 |
5.05236 |
Other Instrument - Asset Backed Securities |
$1,645,000.00 |
$104,382.32 |
|
CWL 2005-11 MV3 |
2036-02-25 |
.688 |
Other Instrument - Asset Backed Securities |
$5,291,705.26 |
$3,593,409.25 |
|
CWL 2005-13 MV2 |
2036-04-25 |
.618 |
Other Instrument - Asset Backed Securities |
$1,553,473.68 |
$760,546.28 |
|
CWL 2005-16 MV3 |
2036-05-25 |
.688 |
Other Instrument - Asset Backed Securities |
$335,971.34 |
$114,676.60 |
|
CWL 2005-BC4 M7 |
2035-08-25 |
1.308 |
Other Instrument - Asset Backed Securities |
$1,580,684.21 |
$473,458.67 |
|
CWL 2006-17 2A3 |
2047-03-25 |
.398 |
Other Instrument - Asset Backed Securities |
$1,857,736.84 |
$937,596.47 |
|
CWL 2006-20 2A4 |
2047-04-25 |
.388 |
Other Instrument - Asset Backed Securities |
$235,494.74 |
$105,052.05 |
|
CWL 2006-22 2A4 |
2037-05-25 |
.378 |
Other Instrument - Asset Backed Securities |
$3,762,473.68 |
$1,937,209.23 |
|
CWL 2006-23 2A4 |
2037-11-25 |
.378 |
Other Instrument - Asset Backed Securities |
$2,473,684.21 |
$834,980.93 |
|
CWL 2007-12 2A3 |
2047-08-25 |
.958 |
Other Instrument - Asset Backed Securities |
$47,000.00 |
$38,511.66 |
|
GSAA 2007-1 1A1 |
2037-02-25 |
.238 |
Other Instrument - Asset Backed Securities |
$1,302,199.45 |
$678,327.84 |
|
HEAT 2006-6 2A4 |
2036-11-25 |
.398 |
Other Instrument - Asset Backed Securities |
$1,508,947.37 |
$369,525.03 |
|
LXS 2006-18N A4 |
2036-12-25 |
.348 |
Other Instrument - Asset Backed Securities |
$17,477,655.55 |
$2,848,024.76 |
|
MSM 2005-11AR X |
2036-01-25 |
3.71441 |
Other Instrument - CMOs |
$35,991,019.61 |
$3,411,888.82 |
|
NCSLT 2005-3 A4 |
2029-04-25 |
.438 |
Other Instrument - Asset Backed Securities |
$2,708,684.21 |
$2,462,800.14 |
|
NHEL 2006-5 A2C |
2036-11-25 |
.328 |
Other Instrument - Asset Backed Securities |
$393,760.21 |
$170,790.95 |
|
OOMLT 2005-4 M3 |
2035-11-25 |
.648 |
Other Instrument - Asset Backed Securities |
$688,871.58 |
$174,060.63 |
|
RALI 2005-QO5 X |
2046-01-25 |
0 |
Other Instrument - CMO |
$5,640,819.88 |
$287,331.28 |
|
RAMC 2006-3 AF4 |
2036-11-25 |
5.812 |
Other Instrument - Asset Backed Securities |
$621,855.31 |
$394,278.24 |
|
RAMC 2007-2 AF6 |
2037-06-25 |
5.879 |
Other Instrument - Asset Backed Securities |
$319,725.60 |
$178,133.59 |
|
RAMC 2007-3 AF3 |
2037-09-25 |
7.238 |
Other Instrument - Asset Backed Securities |
$1,632,524.18 |
$993,774.10 |
|
RAST 2005-A2 A2 |
2035-03-25 |
.608 |
Other Instrument - CMOs |
$630,877.98 |
$493,885.64 |
|
SACO 2005-10 1A |
2036-06-25 |
.418 |
Other Instrument - Asset Backed Securities |
$3,922,983.40 |
$4,290,066.42 |
|
AIRPT 2001-1A A9 |
2019-03-15 |
.71 |
Other Instrument - ABS |
$2,949,197.45 |
$1,327,896.07 |
|
AMSI 2004-R12 M2 |
2035-01-25 |
.768 |
Other Instrument - Asset Backed Securities |
$139,220.71 |
$99,940.24 |
|
ARMT 2005-10 5A1 |
2036-01-25 |
.418 |
Other Instrument - Asset Backed Securities |
$1,833,153.75 |
$1,536,102.28 |
|
BALTA 2006-5 1A1 |
2036-08-25 |
.328 |
Other Instrument - Asset Backed Securities |
$916,816.53 |
$489,774.35 |
|
BOAA 2005-9 1CB2 |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$1,445,221.28 |
$1,338,009.92 |
|
CARR 2004-NC1 M2 |
2034-05-25 |
1.508 |
Other Instrument - Asset Backed Securities |
$42,973.16 |
$20,424.79 |
|
CWHL 2003-26 1A4 |
2033-08-25 |
7.442 |
Other Instrument - CMOs |
$108,916.94 |
$17,465.99 |
|
CWL 2004-ECC1 M3 |
2034-09-25 |
2.108 |
Other Instrument - Asset Backed Securities |
$115,137.79 |
$88,702.28 |
|
CWL 2005-AB3 2A3 |
2035-09-27 |
.518 |
Other Instrument - Asset Backed Securities |
$3,052,399.38 |
$2,750,001.15 |
|
CWL 2006-10 1AF3 |
2046-09-25 |
5.08112 |
Other Instrument - Asset Backed Securities |
$262,210.53 |
$161,235.69 |
|
CWL 2006-13 3AV3 |
2037-01-25 |
.408 |
Other Instrument - Asset Backed Securities |
$59,368.42 |
$33,484.07 |
|
CWL 2006-BC5 2A4 |
2037-03-25 |
.398 |
Other Instrument - Asset Backed Securities |
$3,013,381.46 |
$1,195,809.57 |
|
FFML 2004-FF3 M2 |
2034-05-25 |
1.868 |
Other Instrument - Asset Backed Securities |
$515,715.07 |
$401,234.31 |
|
GSAA 2007-5 2A1B |
2047-04-25 |
.298 |
Other Instrument - Asset Backed Securities |
$493,865.15 |
$26,234.31 |
|
GSAMP 2006-S1 A1 |
2035-11-25 |
.298 |
Other Instrument - Asset Backed Securities |
$16,880,542.69 |
$3,138,234.25 |
|
MARM 2007-3 12A1 |
2047-05-25 |
.358 |
Other Instrument - Asset Backed Securities |
$106,100.10 |
$74,770.48 |
|
MSAC 2005-HE4 M3 |
2035-07-25 |
.648 |
Other Instrument - Asset Backed Securities |
$685,210.53 |
$501,204.12 |
|
MSM 2006-13AX A2 |
2036-10-25 |
.328 |
Other Instrument - Asset Backed Securities |
$3,024,539.66 |
$1,318,817.63 |
|
MSM 2007-2AX 2A1 |
2036-12-25 |
.248 |
Other Instrument - Asset Backed Securities |
$2,089,619.85 |
$1,031,077.69 |
|
OOMLT 2007-4 2A2 |
2037-04-25 |
.338 |
Other Instrument - Asset Backed Securities |
$8,122,420.12 |
$4,609,562.33 |
|
OOMLT 2007-5 2A2 |
2037-05-25 |
.328 |
Other Instrument - Asset Backed Securities |
$212,509.62 |
$118,258.94 |
|
OOMLT 2007-5 2A4 |
2037-05-25 |
.458 |
Other Instrument - Asset Backed Securities |
$135,412.85 |
$76,205.36 |
|
RALI 2004-QS2 CB |
2034-02-25 |
5.75 |
Other Instrument - CMOs |
$20,715.79 |
$20,843.71 |
|
RAMP 2005-RS4 M5 |
2035-04-25 |
.838 |
Other Instrument - Asset Backed Securities |
$3,426,052.63 |
$2,656,870.94 |
|
SASC 2004-2AC B1 |
2034-02-25 |
2.38142 |
Other Instrument - CMOs |
$3,755,599.20 |
$2,030,346.51 |
|
WAMU 2007-OA5 1A |
2047-06-25 |
.89 |
Other Instrument - CMOs |
$782,593.49 |
$675,560.65 |
|
WMALT 2005-4 CB2 |
2035-06-25 |
4.892 |
Other Instrument - CMOs |
$800,646.39 |
$110,144.48 |
|
ABFC 2004-OPT4 M2 |
2033-12-25 |
1.338 |
Other Instrument - Asset Backed Securities |
$46,243.80 |
$12,152.52 |
|
ABSHE 2006-HE7 A4 |
2036-11-25 |
.298 |
Other Instrument - Asset Backed Securities |
$353,776.05 |
$250,526.66 |
|
BSABS 2004-HE6 M2 |
2034-08-25 |
1.408 |
Other Instrument - Asset Backed Securities |
$65,029.47 |
$55,000.80 |
|
BSABS 2005-CL1 A3 |
2034-09-25 |
7.342 |
Other Instrument - Asset Backed Securities |
$352,224.72 |
$64,022.35 |
|
BSABS 2007-AQ2 A4 |
2037-01-25 |
.488 |
Other Instrument - Asset Backed Securities |
$4,501,384.44 |
$391,101.79 |
|
CARR 2007-RFC1 A3 |
2036-12-25 |
.298 |
Other Instrument - Asset Backed Securities |
$13,852.63 |
$8,187.88 |
|
CWALT 2005-56 1A1 |
2035-11-25 |
.888 |
Other Instrument - CMOs |
$100,365.55 |
$82,814.14 |
|
CWALT 2005-J1 1A5 |
2035-02-25 |
.758 |
Other Instrument - CMOs |
$265,386.64 |
$163,738.88 |
|
CWALT 2007-15CB X |
2037-07-25 |
.3386 |
Other Instrument - CMOs |
$11,205,766.46 |
$144,084.06 |
|
CWHEL 2006-H 2A1A |
2036-11-15 |
.31 |
Other Instrument - Asset Backed Securities |
$15,597.86 |
$9,654.90 |
|
DBALT 2005-5 2AIO |
2035-11-25 |
.3965 |
Other Instrument - CMOs |
$3,980,624.59 |
$49,526.20 |
|
FFML 2006-FF9 2A4 |
2036-06-25 |
.408 |
Other Instrument - Asset Backed Securities |
$71,736.84 |
$37,861.10 |
|
GSAMP 2005-HE3 M4 |
2035-06-25 |
1.358 |
Other Instrument - Asset Backed Securities |
$848,473.68 |
$512,724.68 |
|
GSAMP 2007-H1 A1B |
2047-01-25 |
.358 |
Other Instrument - Asset Backed Securities |
$5,398,288.13 |
$3,087,230.70 |
|
GSAMP 2007-H1 A1C |
2047-01-25 |
.458 |
Other Instrument - Asset Backed Securities |
$4,849,957.46 |
$2,813,343.33 |
|
HASC 2006-HE2 2A2 |
2036-12-25 |
.268 |
Other Instrument - Asset Backed Securities |
$420,363.44 |
$183,402.54 |
|
HVMLT 2004-8 2A4A |
2034-11-19 |
.557 |
Other Instrument - CMOs |
$20,672.83 |
$17,989.80 |
|
INDX 2006-AR21 A1 |
2036-08-25 |
.278 |
Other Instrument - Asset Backed Securities |
$3,841,769.42 |
$2,550,853.50 |
|
INDX 2006-AR29 A1 |
2036-11-25 |
.328 |
Other Instrument - Asset Backed Securities |
$15,915.17 |
$10,936.68 |
|
MSAC 2006-HE6 A2B |
2036-09-25 |
.258 |
Other Instrument - Asset Backed Securities |
$1,252,995.50 |
$674,311.83 |
|
MSAC 2006-HE6 A2C |
2036-09-25 |
.308 |
Other Instrument - Asset Backed Securities |
$998,002.27 |
$541,221.44 |
|
MSAC 2006-HE6 A2D |
2036-09-25 |
.398 |
Other Instrument - Asset Backed Securities |
$421,760.17 |
$231,877.10 |
|
MSAC 2007-HE3 A2B |
2036-12-25 |
.268 |
Other Instrument - Asset Backed Securities |
$458,684.38 |
$235,174.45 |
|
MSAC 2007-HE7 A2B |
2037-07-25 |
1.158 |
Other Instrument - Asset Backed Securities |
$7,421,052.63 |
$4,760,455.28 |
|
MSAC 2007-NC3 A2C |
2037-05-25 |
.348 |
Other Instrument - Asset Backed Securities |
$539,141.69 |
$335,111.60 |
|
NHELI 2005-HE1 M5 |
2035-09-25 |
.808 |
Other Instrument - Asset Backed Securities |
$2,968,421.05 |
$1,298,429.69 |
|
RALI 2006-QS12 AV |
2036-09-25 |
.46441 |
Other Instrument - CMOs |
$24,236,514.66 |
$423,751.45 |
|
RAMP 2005-EFC3 M6 |
2035-08-25 |
.858 |
Other Instrument - Asset Backed Securities |
$2,968,421.05 |
$1,952,465.71 |
|
RASC 2007-KS4 M1S |
2037-05-25 |
.518 |
Other Instrument - Asset Backed Securities |
$2,350,000.00 |
$39,113.27 |
|
RFMS2 2006-HI4 A4 |
2036-09-25 |
5.72 |
Other Instrument - Asset Backed Securities |
$7,421,052.63 |
$5,636,457.76 |
|
SAIL 2004-BNC2 A6 |
2034-12-25 |
.758 |
Other Instrument - Asset Backed Securities |
$4,448,663.20 |
$3,479,781.42 |
|
TMTS 2005-10HE M4 |
2036-06-25 |
.788 |
Other Instrument - Asset Backed Securities |
$2,389,578.95 |
$380,947.74 |
|
WAMU 2006-AR11 1A |
2046-09-25 |
1.1 |
Other Instrument - CMOs |
$4,026,834.44 |
$3,487,923.17 |
|
WBCMT 2006-C28 AJ |
2048-10-15 |
5.632 |
Other Instrument - Commercial Mortgage-Backed Security |
$712,421.05 |
$673,290.12 |
|
WMALT 2005-4 CB14 |
2035-06-25 |
4.842 |
Other Instrument - CMOs |
$1,012,947.97 |
$139,766.04 |
|
WMALT 2007-OC1 A1 |
2047-01-25 |
.398 |
Other Instrument - Asset Backed Securities |
$1,028,383.47 |
$666,529.56 |
|
BSABS 2005-AC5 1M1 |
2035-08-25 |
.658 |
Other Instrument - Asset Backed Securities |
$653,086.58 |
$82,231.04 |
|
CMLTI 2007-OPX1 A2 |
2037-01-25 |
.358 |
Other Instrument - Asset Backed Securities |
$3,806,657.18 |
$2,019,531.97 |
|
CWALT 2005-9CB 1A2 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$9,262,470.20 |
$1,121,273.05 |
|
DSLA 2004-AR4 2A1B |
2045-01-19 |
.587 |
Other Instrument - CMOs |
$4,192,601.46 |
$1,291,339.58 |
|
INDX 2006-AR2 1A1A |
2046-04-25 |
.378 |
Other Instrument - Asset Backed Securities |
$46,207.65 |
$36,714.82 |
|
MLMI 2006-MLN1 A2B |
2037-07-25 |
.268 |
Other Instrument - Asset Backed Securities |
$431,877.93 |
$213,417.76 |
|
MSAC 2006-HE8 A2FP |
2036-10-25 |
.228 |
Other Instrument - Asset Backed Securities |
$558,356.66 |
$317,172.66 |
|
RFMS2 2005-HS1 AII |
2035-10-25 |
.368 |
Other Instrument - Asset Backed Securities |
$331,140.07 |
$187,692.22 |
|
TMTS 2005-14HE AV2 |
2036-08-25 |
.438 |
Other Instrument - Asset Backed Securities |
$120,915.80 |
$73,554.13 |
|
WAMU 2007-OA4 2XPP |
2047-05-25 |
.07 |
Other Instrument - CMO |
$8,221,269.74 |
$48,769.54 |
|
WMALT 2007-OA5 A1A |
2047-05-25 |
.98 |
Other Instrument - CMOs |
$1,890,078.13 |
$1,477,866.63 |
|
144A BAYV 2005-A A1 |
2040-02-28 |
1.1612 |
Other Instrument - Asset Backed Securities |
$1,803,464.32 |
$1,441,288.62 |
|
144A MASD 2005-3 M1 |
2035-11-25 |
.908 |
Other Instrument - ABS |
$178,105.26 |
$129,126.26 |
|
144A MLMI 1998-C3 G |
2030-12-15 |
6 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,244,263.16 |
$1,236,155.49 |
|
144A SDART 2012-6 E |
2019-11-15 |
3.51 |
Other Instrument - ABS |
$504,136.84 |
$508,272.53 |
|
CMLTI 2007-AMC1 A2B |
2036-12-25 |
.308 |
Other Instrument - Asset Backed Securities |
$471,746.05 |
$220,904.62 |
|
CMLTI 2007-AMC2 A3B |
2037-01-25 |
.338 |
Other Instrument - Asset Backed Securities |
$2,121,126.25 |
$1,103,163.63 |
|
CWALT 2005-10CB 1A3 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$2,405,749.19 |
$366,173.07 |
|
CWALT 2005-65CB 1A2 |
2036-01-25 |
4.742 |
Other Instrument - CMOs |
$6,216,635.06 |
$787,607.96 |
|
CWALT 2006-OA12 A1C |
2046-09-20 |
.437 |
Other Instrument - CMOs |
$1,026,057.08 |
$278,552.31 |
|
RAMP 2004-RS10 MII2 |
2034-10-25 |
1.408 |
Other Instrument - Asset Backed Securities |
$7,524,936.72 |
$4,181,099.71 |
|
144A BAYRT 2005-E A1 |
2040-12-28 |
.6612 |
Other Instrument - Asset Backed Securities |
$1,341,624.47 |
$744,991.29 |
|
144A PALS 2001-1A A2 |
2031-05-10 |
.7792 |
Other Instrument - ABS |
$73,902.37 |
$29,592.93 |
|
144A SDART 2012-AA E |
2019-12-16 |
3.4 |
Other Instrument - Asset Backed Securities |
$1,682,105.26 |
$1,686,501.72 |
|
FNRA CL020SH R13F020 |
2042-11-25 |
6.022 |
Other Instrument - CMOs |
$31,424,131.02 |
$5,630,393.59 |
|
FNRA CL030IM R12F030 |
2042-04-25 |
.05 |
Other Instrument - CMOs |
$24,294,085.56 |
$39,952.72 |
|
FNRA CL053PS R12F053 |
2041-04-25 |
6.442 |
Other Instrument - CMOs |
$5,831,737.77 |
$1,087,205.18 |
|
FNRA CL065SA R12F065 |
2042-06-25 |
5.892 |
Other Instrument - CMOs |
$6,909,374.28 |
$1,070,276.82 |
|
FNRA CL070HS R12F070 |
2042-07-25 |
5.842 |
Other Instrument - CMOs |
$37,545,294.96 |
$7,101,568.25 |
|
FNRA CL075PI R07F075 |
2037-08-25 |
6.382 |
Other Instrument - CMOs |
$10,719,757.29 |
$1,929,619.45 |
|
FNRA CL084PS R13F084 |
2042-11-25 |
5.992 |
Other Instrument - FNRA |
$27,657,432.79 |
$5,675,584.67 |
|
FNRA CL134SK R12F134 |
2042-12-25 |
5.992 |
Other Instrument - CMOs |
$46,028.27 |
$9,851.72 |
|
FNRA RC107SB R13F107 |
2043-02-25 |
5.792 |
Other Instrument - FNRA |
$29,550,578.30 |
$5,898,561.48 |
|
FNRM CL056GI R13F056 |
2041-08-25 |
4.5 |
Other Instrument - CMOs |
$23,746,071.51 |
$3,638,928.93 |
|
FNRM CL095ZC R10F095 |
2040-09-25 |
5 |
Other Instrument - CMOs |
$5,581,919.94 |
$5,839,867.86 |
|
FNRM CL77K RT1992-77 |
2022-05-25 |
99.99999 |
Other Instrument - CMOs |
$.67 |
$17.94 |
|
FNRM RC007AG R14F007 |
2039-07-25 |
3 |
Other Instrument - FNRM |
$69,263.16 |
$70,799.95 |
|
FNRM RC033IK R10F033 |
2040-03-25 |
5 |
Other Instrument - CMOs |
$7,261,532.75 |
$1,204,084.60 |
|
FNRM RC106CI R10F106 |
2019-12-25 |
5 |
Other Instrument - CMOs |
$11,863,373.65 |
$882,010.30 |
|
144A CIFC 2013-2A B2L |
2025-04-21 |
4.94176 |
Other Instrument - ABS |
$215,210.53 |
$202,834.26 |
|
144A DMSI 2007-RS4 AX |
2047-10-28 |
0 |
Other Instrument - CMO |
$290,232.54 |
$35,847.72 |
|
144A FTSHR 2005-1A A1 |
2041-11-05 |
.53828 |
Other Instrument - ABS |
$11,481,266.72 |
$2,999,721.57 |
|
144A QUEST 2005-X2 A2 |
2035-12-25 |
.443 |
Other Instrument - Asset Backed Securities |
$5,705,930.75 |
$3,132,772.33 |
|
144A SLFMT 2013-1A B1 |
2058-06-25 |
5.58 |
Other Instrument - Asset Backed Securities |
$1,377,842.11 |
$1,377,380.56 |
|
144A TMTS 2006-4SL A1 |
2037-05-25 |
4.5 |
Other Instrument - Asset Backed Securities |
$510,109.44 |
$242,907.13 |
|
144A IRWHE 2006-P1 2A3 |
2037-06-25 |
5.8 |
Other Instrument - Asset Backed Securities |
$2,937,252.63 |
$2,237,247.48 |
|
ABS BOMBARDIER CAP 00A |
2030-06-15 |
7.83 |
Other Instrument - Asset Backed Securities |
$152,303.01 |
$94,455.74 |
|
ABS BOMBARDIER CAP99-B |
2020-01-15 |
7.44 |
Other Instrument - Asset Backed Securities |
$3,087,455.62 |
$1,913,339.51 |
|
GRAND AVENUE CDO I LTD |
2046-04-05 |
0 |
Other Instrument - ABS |
$5,799,833.66 |
$1,391,959.43 |
|
MASTR RESECURITIZATION |
2035-02-28 |
0 |
Other Instrument - CMO |
$634,728.87 |
$553,519.01 |
|
144A CMLTI 2007-FS1 2A1A |
2037-10-25 |
1.158 |
Other Instrument - CMOs |
$4,208,361.04 |
$1,948,541.89 |
|
144A CWHEL 2006-RES 4M1B |
2034-02-15 |
.44 |
Other Instrument - ABS |
$731,789.25 |
$651,794.56 |
|
GCB AERCO A-3 2025 F 0.10 |
2025-07-15 |
.6989 |
Other Instrument - ABS |
$563,446.05 |
$340,372.51 |
|
CD 2006-CD3 MORTGAGE TRUST |
2048-10-17 |
.49738 |
Other Instrument - Commercial Mortgage-Backed Security |
$204,245,608.32 |
$3,167,744.26 |
|
144A REG S PEGASUS AVIATION |
2031-05-10 |
.7425 |
Other Instrument - ABS |
$3,984,429.53 |
$1,595,414.45 |
|
COUNTRYWIDE ALTERNATIVE LOAN |
2035-12-20 |
.547 |
Other Instrument - CMOs |
$2,385,013.50 |
$456,626.49 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $235,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $235,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $234,977,818.96
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $234,977,818.96
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., 0.440%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BVBDELL INC |
2015-09-10 |
2.3 |
Other Instrument - Corporates |
$80,278.11 |
$81,402.67 |
|
02J3YSLM CORP |
2018-06-15 |
8.45 |
Other Instrument - Corporates |
$123,750.00 |
$144,731.47 |
|
02GK4CWABS 2007-10 |
2034-01-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$19,800,000.00 |
$15,466,976.58 |
|
01BFGCENTURYTEL, INC |
2017-06-15 |
5.15 |
Other Instrument - Corporates |
$1,042,994.70 |
$1,128,082.78 |
|
02JE7CAIXA ECONOMICA |
2017-11-06 |
2.375 |
Other Instrument - MTN |
$2,395,326.78 |
$2,232,103.56 |
|
01BFHJP MORGAN CHASE CO |
2017-08-15 |
2 |
Other Instrument - Corporates |
$3,794,252.22 |
$3,875,647.36 |
|
01TDNSEAGATE HDD CAYMAN |
2020-05-01 |
6.875 |
Other Instrument - Corporates |
$51,730.47 |
$56,693.36 |
|
01TDNSEAGATE HDD CAYMAN |
2021-11-01 |
7 |
Other Instrument - Corporates |
$788,161.77 |
$877,486.77 |
|
01TT7UNIVISION COMM INC |
2019-05-15 |
6.875 |
Other Instrument - Corporates |
$774,099.81 |
$841,457.24 |
|
02I6OFWCT-2 ESCROW CORP |
2021-08-01 |
5.125 |
Other Instrument - Corporates |
$915,813.36 |
$922,058.70 |
|
01C7MFOREST LABORATORIES, |
2021-02-15 |
4.875 |
Other Instrument - Corporates |
$5,738,731.02 |
$5,710,037.36 |
|
01CZCSUNGARD DATA SYS INC |
2018-11-15 |
7.375 |
Other Instrument - Corporates |
$4,549,207.41 |
$4,887,301.98 |
|
01E2YLLOYDS BANKING GROUP |
2099-12-29 |
6.657 |
Other Instrument - Corporates |
$1,980,000.00 |
$1,946,229.45 |
|
034OFTELOS CLO 2013 4 LTD |
2024-07-17 |
0 |
Other Instrument - ABS |
$1,980,000.00 |
$1,980,000.00 |
|
01BTUVODAFONE GROUP PLC,GB |
2019-06-10 |
5.45 |
Other Instrument - Corporates |
$4,557,329.37 |
$5,271,147.66 |
|
01E2YLLOYDS BANKING GRP PL |
2099-12-29 |
6.413 |
Other Instrument - Corporates |
$1,980,000.00 |
$1,938,175.81 |
|
01KJ0FIRST HORIZON MOTRGAG |
2019-09-24 |
14.5 |
Other Instrument - Corporates |
$3,698,676.63 |
$3,529,153.95 |
|
02G57PETROBRAS INTERNTL FI |
2014-09-15 |
7.75 |
Other Instrument - Corporates |
$6,877,517.13 |
$7,328,185.54 |
|
02GK4CWABS ASSET BCKD CERT |
2035-12-25 |
.318 |
Other Instrument - Asset Backed Securities |
$2,140,897.94 |
$1,768,293.61 |
|
02LVSPACKAGING CORPORATION |
2023-11-01 |
4.5 |
Other Instrument - Corporates |
$6,896,144.97 |
$7,178,990.36 |
|
030H4BEAR STERNS ASSET BAC |
2036-04-25 |
.4446 |
Other Instrument - Asset Backed Securities |
$20,174,211.93 |
$12,297,921.94 |
|
030LGNATIONAL COLLEGIATE S |
2028-07-25 |
.4046 |
Other Instrument - Asset Backed Securities |
$7,523,270.29 |
$7,708,615.82 |
|
030LGTHE NATL COLLEGIATE S |
2028-11-25 |
.2946 |
Other Instrument - Asset Backed Securities |
$3,258,716.19 |
$3,253,471.60 |
|
030M7RASC SERIES 2005-KS10 |
2035-11-25 |
.6046 |
Other Instrument - Asset Backed Securities |
$13,012,134.30 |
$10,607,671.02 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BNP Paribas Securities Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,013,857.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,013,857.88
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal, 0.070%, 2/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366BCG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $900,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $900,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $900,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $900,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, 0.171%, 3/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417F4U1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,996,576.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,003,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,003,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.300%, 2/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NKW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $65,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., 0.350%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BVBDELL INC |
2015-09-10 |
2.3 |
Other Instrument - Corporates |
$266,430.68 |
$270,162.93 |
|
02XTMIMSA 2006 |
2036-11-25 |
.3646 |
Other Instrument - Asset Backed Securities |
$151,118.17 |
$86,495.45 |
|
02G5CCENVEO CORP |
2018-02-01 |
8.875 |
Other Instrument - Corporates |
$66,435.52 |
$69,134.46 |
|
030MLSECURITIZED |
2035-08-25 |
.598 |
Other Instrument - Asset Backed Securities |
$220,000.00 |
$124,149.97 |
|
037VWVTR FIN B V |
2024-01-15 |
6.875 |
Other Instrument - CBND |
$199,588.44 |
$199,305.02 |
|
026RIDISH DBS CORP |
2022-07-15 |
5.875 |
Other Instrument - Corporates |
$13,324.88 |
$13,409.64 |
|
024BOBANQUE PSA FIN |
2021-04-04 |
5.75 |
Other Instrument - Corporates |
$68,304.60 |
$71,303.00 |
|
01BFGCENTURYTEL, INC |
2017-06-15 |
5.15 |
Other Instrument - Corporates |
$27,013.52 |
$29,217.30 |
|
01W0BREGIONS BANK,LA |
2018-05-15 |
7.5 |
Other Instrument - Corporates |
$40,000.00 |
$48,015.33 |
|
02JE7CAIXA ECONOMICA |
2017-11-06 |
2.375 |
Other Instrument - MTN |
$363,219.12 |
$338,468.51 |
|
0246XT-MOBILE USA INC |
2024-01-15 |
6.5 |
Other Instrument - Corporates |
$186,175.52 |
$192,484.80 |
|
02XRXADJ RATE MTGE TR |
2035-11-25 |
.4946 |
Other Instrument - Asset Backed Securities |
$.06 |
$.04 |
|
01BCFALCOA INC 3.75 PRF |
2019-02-23 |
5.72 |
Other Instrument - Corporates |
$120,000.00 |
$133,158.53 |
|
01PR0ALLY FINANCIAL INC |
2017-02-15 |
5.5 |
Other Instrument - Corporates |
$379,160.00 |
$418,160.82 |
|
01STXOASIS PETE INC NEW |
2022-03-15 |
6.875 |
Other Instrument - Corporates |
$34,870.28 |
$37,908.72 |
|
02XVVREG S DUANE ST CLO |
2021-11-14 |
2.4893 |
Other Instrument - ABS |
$295,524.56 |
$283,367.93 |
|
0322PSOUND PT CLO II LTD |
2025-04-26 |
0 |
Other Instrument - ABS |
$180,000.00 |
$155,819.70 |
|
01T0KLINN ENERGY LLC LINN |
2021-02-01 |
7.75 |
Other Instrument - Corporates |
$63,705.52 |
$69,552.27 |
|
030M5RAMP SERIES 2004-RS8 |
2035-11-25 |
.9146 |
Other Instrument - Asset Backed Securities |
$456,989.05 |
$307,326.98 |
|
032LRBARMINCO FIN PTY LTD |
2018-06-01 |
9 |
Other Instrument - Corporates |
$72,761.84 |
$68,941.84 |
|
0344TBMC SOFTWARE FIN INC |
2021-07-15 |
8.125 |
Other Instrument - Corporates |
$94,545.64 |
$98,432.52 |
|
01BBXADVANCED MICRO DEVICE |
2022-08-15 |
7.5 |
Other Instrument - Corporates |
$71,480.00 |
$71,628.92 |
|
01BTUVODAFONE GROUP PLC,GB |
2019-06-10 |
5.45 |
Other Instrument - Corporates |
$192,697.36 |
$222,879.71 |
|
01DEADENBURY RESOURCES INC |
2020-02-15 |
8.25 |
Other Instrument - Corporates |
$3,848.88 |
$4,365.75 |
|
01MISPETROLEOS DE VENEZUEL |
2035-05-17 |
9.75 |
Other Instrument - CBND |
$241,639.68 |
$158,284.06 |
|
01S0PREYNOLDS GROUP ISSUER |
2021-02-15 |
6.875 |
Other Instrument - Corporates |
$59,658.60 |
$66,173.40 |
|
02G57PETROBRAS INTERNTL FI |
2014-09-15 |
7.75 |
Other Instrument - Corporates |
$20,666.20 |
$22,020.41 |
|
02J5ZDEXIA CREDIT LOCAL NY |
2017-01-11 |
.6761 |
Other Instrument - MTN |
$170.76 |
$170.94 |
|
02M57ROSETTA RESOURCES INC |
2022-06-01 |
5.875 |
Other Instrument - Corporates |
$120,000.00 |
$120,307.92 |
|
030KZMERILL LYNCH MTGE INV |
2037-08-25 |
.3146 |
Other Instrument - Asset Backed Securities |
$426,092.65 |
$237,001.27 |
|
030LGNATIONAL COLLEGIATE S |
2028-07-25 |
.4046 |
Other Instrument - Asset Backed Securities |
$409,512.42 |
$419,601.29 |
|
0310ULONGFELLOW PL CLO LTD |
2024-01-15 |
6.0181 |
Other Instrument - ABS |
$350,000.00 |
$342,025.15 |
|
03487WAMU MORT PASS-THROUG |
2045-12-25 |
.5146 |
Other Instrument - CMOs |
$261,775.48 |
$228,710.60 |
|
XXXX OCTAGON INVT PARTNERS |
2024-01-15 |
0 |
Other Instrument - ABS |
$200,000.00 |
$181,504.00 |
|
XXXX RIVERSIDE PARK CLO LT |
2021-09-27 |
0 |
Other Instrument - ABS |
$12,322.72 |
$12,118.74 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV, Utrecht, 0.230%, 6/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BMN1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,034,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,034,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$6,614,450.00 |
$7,135,007.22 |
|
02J3YSLM CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$18,697,300.00 |
$4,319,076.30 |
|
01BV1APPLE INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$4,171,500.00 |
$20,834,139.60 |
|
01BUZMATSON INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$4,401,100.00 |
$1,056,264.00 |
|
01BVDINTEL CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$29,179,250.00 |
$7,218,946.45 |
|
02BY6GRIFOLS INC |
2018-02-01 |
8.25 |
Other Instrument - Corporates |
$820,290.00 |
$909,496.54 |
|
01DE4PROSHARES TR |
2049-01-01 |
0 |
Other Instrument - ETF |
$643,850.00 |
$166,885.92 |
|
01BPCCITIGROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$8,097,850.00 |
$3,911,261.55 |
|
01BMIMCDONALDS CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,554,650.00 |
$3,334,261.70 |
|
02L3ECOLEMAN CABLE INC |
2018-02-15 |
9 |
Other Instrument - Corporates |
$69,511.50 |
$75,698.03 |
|
01BEQBROWN SHOE INC NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$2,833,900.00 |
$675,601.76 |
|
01SLZCROSSTEX ENERGY LP |
2018-02-15 |
8.875 |
Other Instrument - Corporates |
$10,086.50 |
$11,003.60 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$319,138.50 |
$342,302.64 |
|
01BFHJPMORGAN CHASE & CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,924,400.00 |
$3,877,664.00 |
|
01CV2AI REG S ENERGY XX1 |
2017-12-15 |
9.25 |
Other Instrument - Corporates |
$721,172.50 |
$801,813.61 |
|
02H3LMICHAEL FOODS GROU[ |
2018-07-15 |
9.75 |
Other Instrument - Corporates |
$375,000.00 |
$406,625.00 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,392,050.00 |
$2,943,539.03 |
|
01HYWNEWFIELD EXPLORATION |
2018-05-15 |
7.125 |
Other Instrument - Corporates |
$4,017.50 |
$4,228.59 |
|
01I4KSIMON PPTY GROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$421,800.00 |
$645,143.10 |
|
01RTDALIGN TECHNOLOGY INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$4,050,750.00 |
$2,379,815.63 |
|
01BLLLEUCADIA NATIONAL COR |
2023-10-18 |
5.5 |
Other Instrument - Corporates |
$654,015.00 |
$679,021.99 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$17,313,100.00 |
$2,931,107.83 |
|
01BRDSTANLEY BLACK & DECKE |
2049-01-01 |
0 |
Other Instrument - COMN |
$7,500,000.00 |
$5,840,250.00 |
|
01CIPRANGE RESOURCES CORP, |
2019-05-15 |
8 |
Other Instrument - Corporates |
$849,049.00 |
$910,086.19 |
|
01D04STERLING FINL CORP WA |
2049-01-01 |
0 |
Other Instrument - COMN |
$7,763,900.00 |
$2,496,093.85 |
|
01LXIRUTHS HOSPITALITY GRO |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,827,650.00 |
$766,335.98 |
|
02BVADELPHI AUTOMOTIVE PLC |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,577,850.00 |
$962,172.93 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$879,150.00 |
$695,319.74 |
|
03237MALLINCKRODT INTL FIN |
2023-04-15 |
4.75 |
Other Instrument - Corporates |
$184,972.50 |
$176,681.32 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,002,916.38
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,002,916.38
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 4/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3D42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,987,083.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,992,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,992,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: OSL Santa Rosa Fountaingrove LLC
Item 27. The title of the issue (including coupon or yield): OSL Santa Rosa Fountaingrove LLC, 0.160%, 2/1/2052
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67105QAA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.210%, 5/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1E28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,921,249.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,923,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,923,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.220%, 2/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85325BD43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $160,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $160,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $160,003,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $160,003,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UG83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,934,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,957,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,957,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$1,712,736.00 |
$1,847,528.32 |
|
01BV1APPLE INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$787,608.00 |
$3,933,629.40 |
|
01RGPWEST CORP |
2018-10-01 |
8.625 |
Other Instrument - Corporates |
$396,000.00 |
$429,198.00 |
|
02JWEGOOGLE INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$468,000.00 |
$5,304,826.80 |
|
01BBTABBOTT LABS |
2049-01-01 |
0 |
Other Instrument - COMN |
$17,761,104.00 |
$6,488,131.29 |
|
01BOXPEPSICO INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$13,407,264.00 |
$10,870,609.65 |
|
01W68MAXIMUS INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$10,800,000.00 |
$4,581,360.00 |
|
01YVCING U S INC |
2053-05-15 |
5.65 |
Other Instrument - Corporates |
$1,576,110.96 |
$1,531,866.02 |
|
0287ADELPHI CORP |
2019-05-15 |
5.875 |
Other Instrument - Corporates |
$2,268,806.40 |
$2,416,058.24 |
|
02BY6GRIFOLS INC |
2018-02-01 |
8.25 |
Other Instrument - Corporates |
$258,782.40 |
$286,924.99 |
|
01CUKQUALCOMM INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$17,043,984.00 |
$12,486,422.68 |
|
01BUJWHIRLPOOL CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$28,872.00 |
$38,174.56 |
|
01BVGMICROSOFT CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$211,680.00 |
$78,046.42 |
|
02ISFRYDEX ETF TRUST |
2049-01-01 |
0 |
Other Instrument - ETF |
$908,928.00 |
$631,432.28 |
|
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$10,827.36 |
$11,456.55 |
|
01FENMONDELEZ INTL INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$43,243,200.00 |
$14,239,985.76 |
|
02FWSCONSOL ENERGY INC |
2017-04-01 |
8 |
Other Instrument - Corporates |
$213,120.00 |
$229,192.80 |
|
01BD1ANADARKO PETE CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$794,808.00 |
$647,371.12 |
|
01BJFHEWLETT PACKARD CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$2,552,184.00 |
$746,513.82 |
|
01PLIMEXICHEM SAB DE CV |
2042-09-19 |
6.75 |
Other Instrument - CBND |
$144,000.00 |
$138,924.00 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$306,349.20 |
$328,585.05 |
|
02NJASELECT INCOME REIT |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,976.00 |
$1,638.62 |
|
01BFHJPMORGAN CHASE & CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,283,920.00 |
$1,838,995.20 |
|
01BENBRISTOL MYERS SQUIBB |
2049-01-01 |
0 |
Other Instrument - COMN |
$14,391,432.00 |
$7,266,234.02 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$28,040,040.00 |
$12,912,438.42 |
|
01BULWILLIAMS COS INC DEL |
2049-01-01 |
0 |
Other Instrument - COMN |
$29,043,792.00 |
$11,661,082.49 |
|
01HYWNEWFIELD EXPLORATION |
2018-05-15 |
7.125 |
Other Instrument - Corporates |
$8,351.28 |
$8,790.07 |
|
01I4KSIMON PPTY GROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$2,284,776.00 |
$3,494,564.89 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$2,778,072.48 |
$3,068,288.45 |
|
01BKEINTERNATIONAL BUSINES |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,728,000.00 |
$3,064,780.80 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$9,193,536.00 |
$1,556,465.64 |
|
01F7TCHESAPEAKE ENERGY COR |
2015-02-15 |
9.5 |
Other Instrument - Corporates |
$604,800.00 |
$677,409.60 |
|
01W7IAMERICAN TOWER CORP N |
2049-01-01 |
0 |
Other Instrument - COMN |
$19,392,480.00 |
$15,742,815.26 |
|
0236CCARRIZO OIL & GAS INC |
2018-10-15 |
8.625 |
Other Instrument - Corporates |
$116,640.00 |
$128,933.37 |
|
028AIMARRIOTT VACATIONS WR |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,480,000.00 |
$3,139,560.00 |
|
02BVADELPHI AUTOMOTIVE PLC |
2049-01-01 |
0 |
Other Instrument - COMN |
$267,408.00 |
$163,065.40 |
|
02FTRSPDR DOW JONES INDL A |
2049-01-01 |
0 |
Other Instrument - ETF |
$66,168.00 |
$104,657.93 |
|
02GKAINTERCONTINENTALEXCHA |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,480.00 |
$13,562.64 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$18,311,832.00 |
$14,482,827.93 |
|
02MD4ROYAL BANK OF SCOTLAN |
2056-03-31 |
7.64 |
Other Instrument - Corporates |
$305,310.24 |
$307,044.06 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $144,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $144,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $144,004,479.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $144,004,479.70
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA, 0.050%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 99DNB2013
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): TIME DEPOSIT - CAYMAN
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $950,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $950,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $950,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $950,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 6/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UFA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,973,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,984,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,984,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc., REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRM 2012-91 NC |
2042-05-20 |
3 |
Government Agency Debt |
$10,521,172.24 |
$9,947,631.58 |
|
GNMA GNRM 2013-86 KH |
2041-05-20 |
3.5 |
Government Agency Debt |
$1,160,027.69 |
$1,142,384.44 |
|
GNMA GNII SF MA0089 M |
2042-05-20 |
4 |
Government Agency Debt |
$76,306,513.87 |
$81,143,838.13 |
|
GNMA GNII SF MA0461 M |
2042-10-20 |
3 |
Government Agency Debt |
$56,222,941.25 |
$55,733,014.54 |
|
GNMA GNII SF MA0534 M |
2042-11-20 |
3.5 |
Government Agency Debt |
$181,103,641.07 |
$186,892,015.26 |
|
GNMA GNRA 2012-113 FP |
2041-10-20 |
.4668 |
Government Agency Debt |
$7,031,401.23 |
$6,993,295.49 |
|
GNMA GNRA 2014-006 HF |
2044-01-20 |
1.37 |
Government Agency Debt |
$4,634,482.03 |
$4,621,285.86 |
|
GNMA GNRM 2010-167 EA |
2037-11-16 |
2.75 |
Government Agency Debt |
$9,513,107.66 |
$9,648,361.86 |
|
GNMA GNRM 2013-113 LY |
2043-05-20 |
3 |
Government Agency Debt |
$16,521,111.62 |
$15,169,750.77 |
|
GNMA GNRM 2013-118 AC |
2036-06-16 |
1.7 |
Government Agency Debt |
$790,682.47 |
$787,881.61 |
|
GNMA GNRM 2014-006 CP |
2043-10-20 |
4 |
Government Agency Debt |
$9,839,456.38 |
$10,532,757.59 |
|
GNMA GNRM 2014-006 HJ |
2043-11-20 |
3.5 |
Government Agency Debt |
$1,572,808.34 |
$1,651,226.47 |
|
GNMA GNRM 2014-006 PW |
2043-06-16 |
6.5 |
Government Agency Debt |
$15,517,241.38 |
$17,428,137.93 |
|
FNMA FNRM RC023KY R13F023 |
2043-03-25 |
6.5 |
Government Agency Debt |
$7,255,364.35 |
$8,474,712.97 |
|
FNMA FNRM RC116EW R13F116 |
2043-11-25 |
6.5 |
Government Agency Debt |
$13,811,317.66 |
$15,873,494.70 |
|
FNMA FNRM RC130KW R13F130 |
2044-01-25 |
6.5 |
Government Agency Debt |
$14,127,261.78 |
$15,947,752.53 |
|
FNMA FNRM RC130WA R13F130 |
2044-01-25 |
6.5 |
Government Agency Debt |
$15,914,952.30 |
$17,770,137.07 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $450,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $450,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $450,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Pew Charitable Trusts
Item 27. The title of the issue (including coupon or yield): District of Columbia Revenue (Pew Charitable Trusts) , Revenue Bonds Series 2008B, 0.180%, 4/1/2038
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2548392N2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
PNC Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
PNC Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$2,954,760.00 |
$3,187,299.61 |
|
02J3YSLM CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,182,120.00 |
$273,069.72 |
|
01BV1APPLE INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,949,760.00 |
$9,737,881.34 |
|
01BMBMASCO CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$7,620.00 |
$1,616.96 |
|
01BBTABBOTT LABS |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,538,060.00 |
$2,023,053.32 |
|
01BOXPEPSICO INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$7,002,060.00 |
$5,677,270.25 |
|
01BQVSNAP ON INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,276,020.00 |
$1,285,334.95 |
|
01BVHORACLE CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$13,499,700.00 |
$5,048,887.80 |
|
01YVCING U S INC |
2053-05-15 |
5.65 |
Other Instrument - Corporates |
$51,000.00 |
$49,568.32 |
|
02BY6GRIFOLS INC |
2018-02-01 |
8.25 |
Other Instrument - Corporates |
$842,588.40 |
$934,219.89 |
|
01CUKQUALCOMM INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$412,320.00 |
$302,065.63 |
|
01BPCCITIGROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$119,580.00 |
$57,757.14 |
|
01BPCCITIGROUP INC |
2099-12-29 |
5.95 |
Other Instrument - Corporates |
$27,000.00 |
$25,789.46 |
|
01BUYADOBE SYS INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$120.00 |
$71.27 |
|
01BMIMCDONALDS CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$161,940.00 |
$151,899.72 |
|
01BSZUNION PAC CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,628,820.00 |
$2,870,469.49 |
|
01BVGMICROSOFT CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,630,120.00 |
$1,338,425.24 |
|
02ISFRYDEX ETF TRUST |
2049-01-01 |
0 |
Other Instrument - ETF |
$1,684,800.00 |
$1,170,430.56 |
|
0270QAMERICAN CAP LTD |
2049-01-01 |
0 |
Other Instrument - MFND |
$39,820,140.00 |
$6,343,348.30 |
|
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$780,063.00 |
$825,393.33 |
|
01TK0CEDAR FAIR CNANDA |
2018-08-01 |
9.125 |
Other Instrument - Corporates |
$150,000.00 |
$168,843.75 |
|
022IUVIDEOTRON LTEE,CA |
2018-04-15 |
9.125 |
Other Instrument - Corporates |
$972,146.40 |
$1,027,227.95 |
|
02FWSCONSOL ENERGY INC |
2017-04-01 |
8 |
Other Instrument - Corporates |
$22,267.80 |
$23,947.16 |
|
01BD1ANADARKO PETE CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$720.00 |
$586.44 |
|
01BI0NEXTERA ENERGY INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,212,080.00 |
$4,740,907.97 |
|
01BJFHEWLETT PACKARD CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,047,000.00 |
$306,247.50 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$864,037.20 |
$926,751.90 |
|
02NJASELECT INCOME REIT |
2049-01-01 |
0 |
Other Instrument - COMN |
$359,460.00 |
$98,563.93 |
|
01BFHJPMORGAN CHASE & CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,940,820.00 |
$1,086,859.20 |
|
01BHXJACK IN THE BOX INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$66,420.00 |
$33,382.69 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$854,280.00 |
$393,395.94 |
|
01BULWILLIAMS COS INC DEL |
2049-01-01 |
0 |
Other Instrument - COMN |
$25,980.00 |
$10,430.97 |
|
01HYWNEWFIELD EXPLORATION |
2018-05-15 |
7.125 |
Other Instrument - Corporates |
$7,014.00 |
$7,382.53 |
|
01I4KSIMON PPTY GROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$745,140.00 |
$1,139,691.63 |
|
01OQWVOLCAN CO MINERA S A |
2022-02-02 |
5.375 |
Other Instrument - CBND |
$300,000.00 |
$285,892.71 |
|
02BY2KINOVE GERMAN BONDCO |
2018-06-15 |
9.625 |
Other Instrument - Corporates |
$450,000.00 |
$499,409.38 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$869,949.00 |
$960,829.67 |
|
02HHFBIG 5 SPORTING GOODS |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,000,000.00 |
$1,030,800.00 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$18,514,440.00 |
$3,134,494.69 |
|
01BYJBED BATH & BEYOND INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$241,920.00 |
$155,070.72 |
|
01BZXCREDIT ACCEP CORP MIC |
2049-01-01 |
0 |
Other Instrument - COMN |
$534,000.00 |
$705,681.00 |
|
01CIPRANGE RESOURCES CORP, |
2019-05-15 |
8 |
Other Instrument - Corporates |
$25,500.60 |
$27,333.81 |
|
01F7TCHESAPEAKE ENERGY COR |
2015-02-15 |
9.5 |
Other Instrument - Corporates |
$510,873.60 |
$572,206.81 |
|
01RY7CLEARWIRE COMMUNICIAT |
2016-12-01 |
14.75 |
Other Instrument - Corporates |
$120,000.00 |
$164,050.00 |
|
01W7IAMERICAN TOWER CORP N |
2049-01-01 |
0 |
Other Instrument - COMN |
$316,500.00 |
$256,934.70 |
|
0236CCARRIZO OIL & GAS INC |
2018-10-15 |
8.625 |
Other Instrument - Corporates |
$300,000.00 |
$331,618.75 |
|
02FTRSPDR DOW JONES INDL A |
2049-01-01 |
0 |
Other Instrument - ETF |
$7,560.00 |
$11,957.65 |
|
02G3GALBANY MOLECULAR RESH |
2049-01-01 |
0 |
Other Instrument - COMN |
$6,709,200.00 |
$727,277.28 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$141,900.00 |
$112,228.71 |
|
03237MALLINCKRODT INTL FIN |
2023-04-15 |
4.75 |
Other Instrument - Corporates |
$676,529.40 |
$646,204.72 |
|
XXXX PETROLEOS DE VENEZUEL |
2026-11-15 |
6 |
Other Instrument - CBND |
$600,000.00 |
$321,850.00 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,000,666.65
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $60,000,666.65
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas SA
Item 27. The title of the issue (including coupon or yield): BNP Paribas SA, 0.220%, 2/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572W4W3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $102,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,004,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,004,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.320%, 9/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BJ86
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,805,333.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,841,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,841,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal, 0.229%, 1/30/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366BBJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,943,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,943,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Salisbury Receivables Company LLC
Item 27. The title of the issue (including coupon or yield): Salisbury Receivables Company LLC, 0.190%, 2/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 79540BBA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Barclays Bank PLC |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,997,387.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,998,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,998,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FCAR Owner Trust, A1+/P1 Series
Item 27. The title of the issue (including coupon or yield): FCAR Owner Trust, A1+/P1 Series, 0.260%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3024A1BE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,997,652.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: St. Louis County, MO IDA
Item 27. The title of the issue (including coupon or yield): St. Louis County, MO IDA, Barat Academy Project Series 2012, 0.160%, 2/1/2042
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 79130TBB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of Chicago |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of Chicago |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,040,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,040,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,040,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,040,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.937%, 4/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G5X8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,569,693.69
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,566,772.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,566,772.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Spira Millenium LLC
Item 27. The title of the issue (including coupon or yield): Spira Millenium LLC, Series 2001, 0.900%, 10/1/2022
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 848558AA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,385,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,385,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,385,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,385,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reading, PA
Item 27. The title of the issue (including coupon or yield): Reading, PA, Series 2008-D, 0.160%, 11/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 755553WL4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
PNC Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
PNC Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,210,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,210,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,210,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,210,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alabama State IDA
Item 27. The title of the issue (including coupon or yield): Alabama State IDA, (Wellborn Cabinet, Inc.), Tax Revenue Bonds, 0.170%, 1/1/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 010584BZ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $565,000.00
Item 41. The total current amortized cost, to the nearest cent: $565,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $565,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $565,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Colorado Health Facilities Authority
Item 27. The title of the issue (including coupon or yield): Colorado Health Facilities Authority, Development Disabilities Resource Center (Series 1998-C1), 0.300%, 6/1/2018
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 196474LB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
JPMorgan Chase Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
JPMorgan Chase Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $395,000.00
Item 41. The total current amortized cost, to the nearest cent: $395,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $395,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $395,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 6/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UF50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,974,166.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,985,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,985,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC USA, Inc.
Item 27. The title of the issue (including coupon or yield): HSBC USA, Inc., 0.230%, 6/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40427SF46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,893,912.49
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,920,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,920,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.250%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737JB38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,997,916.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, 0.230%, 3/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83368NSK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,000,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,000,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Monticello Park Project
Item 27. The title of the issue (including coupon or yield): Washington State Housing Finance Commission (Monticello Park Project) , Revenue Bonds, 0.110%, 9/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 93978RCT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal National Mortgage Association |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,850,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,850,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,850,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,850,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, 0.250%, 6/23/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417HCE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $154,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $154,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,524,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $154,524,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.230%, 5/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UE69
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $59,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $59,864,026.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $59,879,634.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $59,879,634.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.230%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802TNX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,987,861.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New Hampshire Health and Education Facilities Authority
Item 27. The title of the issue (including coupon or yield): New Hampshire Health and Education Facilities Authority, 0.090%, 12/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 644614P37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,846,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,846,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,846,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,846,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc., 0.200%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRA 2012-149 MS |
2042-12-20 |
6.093 |
Other Instrument - CMOs |
$48,797,528.46 |
$8,351,879.99 |
|
FMAC FGRA 2953DZ 03/15/35 |
2035-03-15 |
0 |
Other Instrument - CMOs |
$7,769,353.75 |
$8,432,367.09 |
|
FMAC FGRA 3996NZ 02/15/42 |
2042-02-15 |
0 |
Other Instrument - CMOs |
$8,038,506.76 |
$6,851,347.93 |
|
FMAC FGRA 4068DS 06/15/42 |
2042-06-15 |
5.84 |
Other Instrument - CMOs |
$34,570,311.50 |
$7,515,432.07 |
|
FMAC FGRA 4116LS 10/15/42 |
2042-10-15 |
6.04 |
Other Instrument - CMOs |
$30,838,103.21 |
$6,775,607.55 |
|
FMAC FGRA 4153YZ 01/15/43 |
2043-01-15 |
0 |
Other Instrument - CMOs |
$7,929,266.61 |
$6,772,323.18 |
|
FMAC FGRA 4297VS 07/15/39 |
2039-07-15 |
0 |
Other Instrument - FGRA |
$357,987.00 |
$358,827.20 |
|
FMAC FGRA S12376 09/15/42 |
2042-09-15 |
5.883 |
Other Instrument - CMOs |
$39,675,377.41 |
$8,366,492.31 |
|
FMAC FGRA S13298 11/15/43 |
2043-11-15 |
5.783 |
Other Instrument - CMOs |
$33,576,142.15 |
$7,814,183.03 |
|
FNMA FNRA CL008SA R11M008 |
2021-08-25 |
6.135 |
Other Instrument - Commercial Mortgage-Backed Security |
$28,932,513.78 |
$6,974,023.32 |
|
FNMA FNRA CL053JS R13F053 |
2043-06-25 |
5.763 |
Other Instrument - FNRA |
$9,962,029.56 |
$7,583,062.04 |
|
FNMA FNRA CL073SB R13F073 |
2043-07-25 |
6.0354 |
Other Instrument - CMOs |
$31,290,704.77 |
$7,153,177.15 |
|
FNMA FNRA CL100SA R13F100 |
2043-10-25 |
6.442 |
Other Instrument - FNRA |
$33,613,586.75 |
$7,817,500.67 |
|
FNMA FNRA CL134SC R12F134 |
2042-12-25 |
5.9854 |
Other Instrument - CMOs |
$28,571,273.63 |
$6,269,439.34 |
|
FMAC FEDERAL HOME LN MTG C |
2019-01-25 |
1.5103 |
Other Instrument - Commercial Mortgage-Backed Security |
$30,776,561.96 |
$2,018,701.78 |
|
FMAC FEDERAL HOME LN MTG C |
2023-07-25 |
3.558 |
Other Instrument - FMRA |
$12,527.62 |
$12,907.74 |
|
FMAC FEDERAL HOME LN MTG C |
2023-11-25 |
4.408 |
Other Instrument - FMRA |
$2,501,112.00 |
$2,490,084.04 |
|
FNMA FANNIE MAE REMIC TRUS |
2027-03-18 |
6.6 |
Other Instrument - CMOs |
$441,540.10 |
$510,011.44 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Barclays Capital, Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,003,499.77
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,003,499.77
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$8,707,250.00 |
$9,392,510.58 |
|
01BOZPFIZER INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$15,718,058.00 |
$4,844,305.48 |
|
01RDKDAVITA INC |
2018-11-01 |
6.375 |
Other Instrument - Corporates |
$263,900.00 |
$280,971.03 |
|
01BQVSNAP ON INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$609,522.00 |
$613,971.51 |
|
02BY6GRIFOLS INC |
2018-02-01 |
8.25 |
Other Instrument - Corporates |
$55,497.88 |
$61,533.27 |
|
01DE4PROSHARES TR |
2049-01-01 |
0 |
Other Instrument - ETF |
$6,449,948.00 |
$1,671,826.52 |
|
01BPCCITIGROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,740.00 |
$840.42 |
|
01BUJWHIRLPOOL CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,007,866.00 |
$1,332,600.43 |
|
0270QAMERICAN CAP LTD |
2049-01-01 |
0 |
Other Instrument - MFND |
$10,807,198.00 |
$1,721,586.64 |
|
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$252,846.36 |
$267,539.54 |
|
01BD1ANADARKO PETE CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$8,834,560.00 |
$7,195,749.12 |
|
01BI0NEXTERA ENERGY INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$11,774.00 |
$10,709.63 |
|
01SLZCROSSTEX ENERGY LP |
2018-02-15 |
8.875 |
Other Instrument - Corporates |
$568,299.66 |
$619,971.52 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$81,968.50 |
$87,918.05 |
|
01BPCPROCTER & GAMBLE CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,644,300.00 |
$1,263,973.41 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,759,908.00 |
$1,731,437.63 |
|
01BULWILLIAMS COS INC DEL |
2049-01-01 |
0 |
Other Instrument - COMN |
$14,031,824.00 |
$5,633,777.34 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$148,632.54 |
$164,159.69 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$117,100,434.00 |
$19,825,103.48 |
|
01F7TCHESAPEAKE ENERGY COR |
2015-02-15 |
9.5 |
Other Instrument - Corporates |
$236,825.02 |
$265,257.18 |
|
02GKAINTERCONTINENTALEXCHA |
2049-01-01 |
0 |
Other Instrument - COMN |
$272,774.00 |
$570,915.98 |
|
02K4ICRICKET COMMUNICATION |
2020-10-15 |
7.75 |
Other Instrument - Corporates |
$580,000.00 |
$671,535.28 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$558,308.00 |
$441,565.80 |
|
03237MALLINCKRODT INTL FIN |
2023-04-15 |
4.75 |
Other Instrument - Corporates |
$518,408.06 |
$495,170.99 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $58,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $58,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $58,002,368.08
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $58,002,368.08
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UGA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,933,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,956,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,956,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,497,529.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,498,845.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,498,845.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.230%, 2/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,996,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.229%, 6/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 50202XAD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,998,763.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,994,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,994,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.080%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737JB38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $140,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $139,999,377.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $139,998,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $139,998,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.160%, 2/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562UNK4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,997,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG, 0.240%, 4/30/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25152XQM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $297,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $297,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $297,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $297,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Securities LLC, 0.300%, 4/23/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46590EDP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $124,915,625.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $124,945,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $124,945,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.205%, 4/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1D11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,966,402.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,972,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,972,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., 0.300%, 4/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02XW1CIFC FDG 2007 III |
2021-07-26 |
0 |
Other Instrument - ABS |
$2,500,000.00 |
$2,332,302.50 |
|
033I4VENTURE V CDO LTD |
2018-11-22 |
.6881 |
Other Instrument - ABS |
$2,000,000.00 |
$1,934,710.88 |
|
02HZ3COLLEGE LN CORP TR I |
2046-04-25 |
.9886 |
Other Instrument - Asset Backed Securities |
$52,339.38 |
$88,356.10 |
|
01BSWMARQUETTE PARK CLO LT |
2020-07-12 |
.9917 |
Other Instrument - ABS |
$5,500,000.00 |
$5,396,522.04 |
|
01Q1GWACHOVIA STUDENT LOAN |
2040-04-25 |
.4086 |
Other Instrument - Asset Backed Securities |
$13,735,244.00 |
$12,059,632.14 |
|
030MZSLC STUDENT LOAN TRUS |
2021-06-15 |
1.1429 |
Other Instrument - Asset Backed Securities |
$5,400,000.00 |
$5,423,093.44 |
|
030N0SLM PRIVATE ED LOAN T |
2044-05-15 |
3.41 |
Other Instrument - Asset Backed Securities |
$13,340,098.61 |
$14,308,131.57 |
|
030N2SLM STUDENT LOAN TRUS |
2022-01-25 |
.2986 |
Other Instrument - Asset Backed Securities |
$20,000,000.00 |
$19,359,503.56 |
|
030N2SLM STUDENT LOAN TRUS |
2023-04-25 |
1.7386 |
Other Instrument - Asset Backed Securities |
$3,784,039.13 |
$3,908,564.96 |
|
030N2SLM STUDENT LOAN TRUS |
2023-07-25 |
1.1386 |
Other Instrument - Asset Backed Securities |
$14,600,000.00 |
$14,750,767.06 |
|
030N2SLM STUDENT LOAN TRUS |
2031-10-25 |
.3786 |
Other Instrument - Asset Backed Securities |
$12,760,708.00 |
$12,149,738.91 |
|
030OEATRIUM IV ATRIUM IV D |
2019-06-08 |
0 |
Other Instrument - ABS |
$6,500,000.00 |
$5,761,249.00 |
|
031UGAMERICAN EXPRESS ISSU |
2019-08-15 |
.5966 |
Other Instrument - Asset Backed Securities |
$4,406.00 |
$4,425.57 |
|
035ETCIFC FDG 2013-III LTD |
2025-10-24 |
1.5859 |
Other Instrument - ABS |
$24,954,805.00 |
$24,958,282.94 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BNP Paribas Securities Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $120,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $120,028,458.95
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $120,028,458.95
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.235%, 2/22/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMR4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,994,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Maine State Housing Authority
Item 27. The title of the issue (including coupon or yield): Maine State Housing Authority, (2013 Series G) Federally Taxable, 0.110%, 11/15/2041
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 56052E6Z6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of New York Mellon |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3CE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,996,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,998,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,998,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.210%, 4/25/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1DR4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $138,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $137,933,184.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $137,937,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $137,937,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 3/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UCB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,984,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,996,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Salisbury Receivables Company LLC
Item 27. The title of the issue (including coupon or yield): Salisbury Receivables Company LLC, 0.210%, 3/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 79540BCQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Barclays Bank PLC |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,979,175.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,982,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $69,982,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Caterpillar Financial Services Corp.
Item 27. The title of the issue (including coupon or yield): Caterpillar Financial Services Corp., 6.125%, 2/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 14912L4F5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,945,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,012,780.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,997,381.08
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,997,381.08
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83399A003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): TIME DEPOSIT - CAYMAN
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank PLC
Item 27. The title of the issue (including coupon or yield): Barclays Bank PLC, 0.210%, 3/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XVE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,027,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,027,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fairway Finance Co. LLC
Item 27. The title of the issue (including coupon or yield): Fairway Finance Co. LLC, 0.198%, 5/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30601YNE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Bank of Montreal |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,999,658.63
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fiore Capital LLC
Item 27. The title of the issue (including coupon or yield): Fiore Capital LLC, Series 2005-A, 0.150%, 8/1/2045
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31809DAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BMO Harris Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
BMO Harris Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $66,605,000.00
Item 41. The total current amortized cost, to the nearest cent: $66,605,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $66,605,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $66,605,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FCAR Owner Trust, A1+/P1 Series
Item 27. The title of the issue (including coupon or yield): FCAR Owner Trust, A1+/P1 Series, 0.220%, 4/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3024A1D91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,987,716.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,991,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,991,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.320%, 3/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112W7M3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,075,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,075,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.350%, 4/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
033EAWAMU |
2037-03-25 |
4.5296 |
Other Instrument - CMOs |
$9,755,365.78 |
$8,945,041.89 |
|
01BD5AON PLC |
2042-12-12 |
4.25 |
Other Instrument - Corporates |
$20,136.00 |
$18,391.31 |
|
02J3YSLM CORP |
2014-05-15 |
5.375 |
Other Instrument - Corporates |
$499,386.00 |
$510,670.74 |
|
01BV0AMGEN INC |
2014-11-18 |
4.85 |
Other Instrument - Corporates |
$55,000.00 |
$57,421.36 |
|
01F94AGRIUM INC |
2019-01-15 |
6.75 |
Other Instrument - Corporates |
$1,893,057.00 |
$2,260,082.89 |
|
01X58XL CAPITAL |
2021-10-01 |
5.75 |
Other Instrument - Corporates |
$6,103.00 |
$7,128.53 |
|
01BD5APACHE CORP |
2040-09-01 |
5.1 |
Other Instrument - Corporates |
$660,000.00 |
$704,781.00 |
|
01D4ZVALSPAR CORP |
2022-01-15 |
4.2 |
Other Instrument - Corporates |
$1,000.00 |
$1,032.08 |
|
01D7TZIONS BANCORP |
2014-05-15 |
5.65 |
Other Instrument - Corporates |
$15,000.00 |
$15,380.22 |
|
02BRVGRUPOSURA FIN |
2021-05-18 |
0 |
Other Instrument - CBND |
$6,000.00 |
$6,217.50 |
|
02G5KWACHOVIA BANK |
2015-08-15 |
5 |
Other Instrument - Corporates |
$146,000.00 |
$158,749.53 |
|
01F6JMORGAN STANLEY |
2019-05-13 |
7.3 |
Other Instrument - Corporates |
$74,699.00 |
$92,206.70 |
|
02J3YSLM CORP EDNTS |
2025-06-15 |
5.35 |
Other Instrument - Corporates |
$15,500.00 |
$13,022.14 |
|
01M7GXCEL ENERGY INC |
2014-07-14 |
0 |
Other Instrument - CP |
$299,446.00 |
$298,972.52 |
|
01BNAMERRILL LYNCH CO |
2017-05-02 |
5.7 |
Other Instrument - Corporates |
$584,000.00 |
$659,144.25 |
|
01O19BANCO DE CREDITO |
2026-09-16 |
6.875 |
Other Instrument - CBND |
$240,000.00 |
$257,287.50 |
|
02G0YUNION BANK CALIF |
2017-01-04 |
0 |
Other Instrument - CD |
$10,000.00 |
$10,000.00 |
|
02G0YUNION BANK OF CA |
2016-11-02 |
0 |
Other Instrument - CD |
$163,000.00 |
$163,000.00 |
|
02G5KWACHOVIA BANK NA |
2016-03-15 |
5.6 |
Other Instrument - Corporates |
$161,000.00 |
$180,064.90 |
|
02G5KWACHOVIA BANK,NA |
2014-11-01 |
4.8 |
Other Instrument - Corporates |
$8,109,000.00 |
$8,473,986.09 |
|
02J3YSLM CORP EDNOTES |
2019-06-15 |
6 |
Other Instrument - Corporates |
$42,500.00 |
$41,886.72 |
|
02J3YSLM CORP EDNOTES |
2019-09-15 |
6 |
Other Instrument - Corporates |
$35,000.00 |
$35,087.73 |
|
02J3YSLM CORP EDNOTES |
2031-09-15 |
6.5 |
Other Instrument - Corporates |
$363,000.00 |
$299,964.65 |
|
030NTWELLS FARGO COML |
2045-10-17 |
4.693 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,872,000.00 |
$5,928,193.74 |
|
030NTWELLS FARGO COML |
2045-10-17 |
4.7789 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,964,952.00 |
$4,650,377.30 |
|
01BDWBANK OF NY CO INC |
2019-05-15 |
5.45 |
Other Instrument - Corporates |
$50,000.00 |
$58,251.28 |
|
01BMQMERCK & CO., INC. |
2042-09-15 |
3.6 |
Other Instrument - Corporates |
$786,000.00 |
$692,819.70 |
|
01STWA/S EKSPORTFINANS |
2014-06-05 |
0 |
Other Instrument - MTN |
$250,000.00 |
$392,975.00 |
|
02J3YSLM CORP ED NOTES |
2015-09-15 |
5 |
Other Instrument - Corporates |
$19,000.00 |
$18,935.00 |
|
01DP2ROYAL BK OF CANADA |
2014-07-03 |
0 |
Other Instrument - MTN |
$250,000.00 |
$302,650.00 |
|
01N5XCENOVUS ENERGY INC |
2043-09-15 |
5.2 |
Other Instrument - Corporates |
$4,311,848.00 |
$4,483,636.82 |
|
02FRGNEWS AMERICA HLDGS |
2036-10-17 |
8.15 |
Other Instrument - Corporates |
$602,451.00 |
$804,335.01 |
|
02I8PROYAL BK OF CANADA |
2015-06-02 |
0 |
Other Instrument - MTN |
$177,500.00 |
$242,518.25 |
|
02XSODUANE STREET CLO V |
2021-10-14 |
0 |
Other Instrument - ABS |
$1,160,994.00 |
$817,573.14 |
|
01BHQCB FLEET FINL GROUP |
2028-01-15 |
6.875 |
Other Instrument - Corporates |
$50,000.00 |
$56,343.28 |
|
01BTDUNUM/PROVIDENT CORP |
2016-09-30 |
7.125 |
Other Instrument - Corporates |
$7,000.00 |
$8,168.08 |
|
01D7TZION BANCORPORATION |
2014-09-23 |
7.75 |
Other Instrument - Corporates |
$78,000.00 |
$83,549.35 |
|
01DP2ROYAL BANK OF CANDA |
2015-07-06 |
0 |
Other Instrument - Corporates |
$113,730.00 |
$158,096.07 |
|
01DUX144A/REG S WEA FIN. |
2016-10-01 |
5.7 |
Other Instrument - Corporates |
$624,361.00 |
$707,906.75 |
|
01FLCALLSTATE CORP (THE) |
2014-05-16 |
6.2 |
Other Instrument - Corporates |
$56,000.00 |
$57,640.05 |
|
01OZMANHUEUSER BUSCH INC |
2015-04-15 |
3.625 |
Other Instrument - Corporates |
$140,824.00 |
$147,672.78 |
|
0235MPAN PAC RETAIL PROP |
2015-09-01 |
5.25 |
Other Instrument - Corporates |
$20,000.00 |
$21,745.50 |
|
02G0YUNION BANK OF CALIF |
2017-10-05 |
0 |
Other Instrument - CD |
$20,000.00 |
$20,000.00 |
|
02GDBCORP OFFICE PROP LP |
2024-02-15 |
5.25 |
Other Instrument - Corporates |
$197,057.00 |
$210,131.57 |
|
02I85NUSTAR LOGOSTICS LP |
2020-09-01 |
4.8 |
Other Instrument - Corporates |
$4,797,318.00 |
$4,653,398.46 |
|
030JQGS MORT SEC CORP II |
2039-07-10 |
4.782 |
Other Instrument - Commercial Mortgage-Backed Security |
$17,239,752.00 |
$17,688,390.69 |
|
01BLPLICOLN NATIONAL CORP |
2019-07-01 |
8.75 |
Other Instrument - Corporates |
$778,410.00 |
$1,017,663.39 |
|
01C5OEXPRESS SCRIPTS HLDG |
2021-11-15 |
4.75 |
Other Instrument - Corporates |
$427,981.00 |
$467,962.03 |
|
01DP2ROYAL BANK OF CANADA |
2020-02-04 |
0 |
Other Instrument - MTN |
$287,000.00 |
$292,510.40 |
|
01F6JMORGAN STANLEY GROUP |
2015-07-24 |
4 |
Other Instrument - Corporates |
$643,000.00 |
$671,991.44 |
|
01FLCALLSTATE CORPORATION |
2067-05-15 |
6.125 |
Other Instrument - Corporates |
$75,199.00 |
$79,367.32 |
|
01GM2T2 IMCOME FUND CLO I |
2019-07-15 |
2.9889 |
Other Instrument - ABS |
$4,000,000.00 |
$3,830,713.60 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$2,000,000.00 |
$2,208,933.33 |
|
02KJUIASIS HEALTHCARE LLC |
2019-05-15 |
8.375 |
Other Instrument - Corporates |
$248,580.00 |
$269,754.18 |
|
02L76DIRECTV HOLDINGS LLC |
2021-02-15 |
4.6 |
Other Instrument - Corporates |
$645,000.00 |
$691,672.92 |
|
02XUQSILVERADO CLO 2006-1 |
2020-04-11 |
.6461 |
Other Instrument - ABS |
$2,752,964.00 |
$2,717,421.74 |
|
030M3RALI SERIES 2007-QS6 |
2037-04-25 |
6 |
Other Instrument - CMOs |
$2,070,693.91 |
$1,666,797.98 |
|
030NTWELLS FARGO COML MTG |
2045-10-17 |
1.844 |
Other Instrument - Commercial Mortgage-Backed Security |
$55,000.00 |
$55,219.81 |
|
030PAWELLS FARGO MTG 2011 |
2035-10-25 |
5.1509 |
Other Instrument - CMO |
$15,653,909.03 |
$15,957,991.32 |
|
030PAWELLS FARGO RE REMIC |
2047-09-19 |
4.8083 |
Other Instrument - CMO |
$18,195,000.00 |
$17,805,495.49 |
|
01BCJENERGY TRANSFER EQUIT |
2024-01-15 |
5.875 |
Other Instrument - Corporates |
$417,231.00 |
$419,230.23 |
|
01BTUVODAFONE GROUP PLC,GB |
2019-06-10 |
5.45 |
Other Instrument - Corporates |
$600,000.00 |
$693,978.50 |
|
01CK8BRAZOS HIGHER EDUCATI |
2043-06-25 |
1.671 |
Other Instrument - Asset Backed Securities |
$33,093.00 |
$29,153.35 |
|
01GD4WEATHERFORD INTERNATI |
2039-03-01 |
9.875 |
Other Instrument - Corporates |
$11,000.00 |
$16,215.38 |
|
01KS9AKTIEBOLAGET SVENSK E |
2016-02-05 |
0 |
Other Instrument - MTN |
$45,500.00 |
$61,161.10 |
|
01MIDPRUDENTIAL FINCL INC, |
2037-12-01 |
6.625 |
Other Instrument - Corporates |
$434,000.00 |
$540,647.54 |
|
01MQAOHIO NATIONAL FINANCI |
2020-04-30 |
6.375 |
Other Instrument - Corporates |
$16,000.00 |
$18,179.75 |
|
01O4IEL PASO PIPELINE PART |
2021-10-01 |
5 |
Other Instrument - Corporates |
$4,647,226.00 |
$5,006,348.14 |
|
01PR9PACCAR FINANCIAL CORP |
2015-06-05 |
1.05 |
Other Instrument - Corporates |
$54,573.00 |
$55,140.20 |
|
01TT7UNIVISION COMMUNICATI |
2020-11-01 |
7.875 |
Other Instrument - Corporates |
$150,000.00 |
$167,953.12 |
|
02GAXADVANCE AUTO PARTS IN |
2020-05-01 |
5.75 |
Other Instrument - Corporates |
$50,000.00 |
$56,347.75 |
|
02GK2CSFB MTG PTC 2004-AR6 |
2034-10-25 |
2.5288 |
Other Instrument - CMOs |
$3,832,756.03 |
$3,793,318.57 |
|
02HO3TRITON CONTAINER FINA |
2019-02-26 |
.3 |
Other Instrument - Asset Backed Securities |
$4,120,785.62 |
$4,403,286.22 |
|
02JPMBERKSHIRE HATHWAY FIN |
2042-05-15 |
4.4 |
Other Instrument - Corporates |
$60,000.00 |
$57,233.93 |
|
02XNDHLSS SERVICER ADVANCE |
2046-01-16 |
1.4953 |
Other Instrument - Asset Backed Securities |
$1,030,683.00 |
$1,029,925.01 |
|
02XUZWF RBS COML TR 2011 C |
2044-02-18 |
4.869 |
Other Instrument - Commercial Mortgage-Backed Security |
$750,000.00 |
$828,472.50 |
|
030HDCARRINGTON MTGE LN TR |
2036-09-25 |
.3246 |
Other Instrument - Asset Backed Securities |
$3,475,706.83 |
$1,936,924.00 |
|
030HECARRINGTON MTG LN 200 |
2036-01-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$1,992,215.18 |
$1,877,143.77 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.6176 |
Other Instrument - CMOs |
$3,089,532.09 |
$3,228,359.14 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.8093 |
Other Instrument - CMOs |
$5,014,679.60 |
$5,032,020.59 |
|
030IWEXERTER AUTO REC 201 |
2017-12-15 |
2.22 |
Other Instrument - ABS |
$587,376.00 |
$595,033.43 |
|
030K7INDYMAC INDX MTGE LOA |
2036-11-25 |
4.9978 |
Other Instrument - CMOs |
$1,295,330.44 |
$1,225,668.83 |
|
030NHTHORNBURG MORTGAGE SE |
2042-09-25 |
2.2781 |
Other Instrument - CMOs |
$880,622.98 |
$843,580.95 |
|
030NQWACHOVIA BANK COMM MT |
2042-04-15 |
4.935 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,600,000.00 |
$2,687,878.27 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
2.6268 |
Other Instrument - CMOs |
$37,171,595.49 |
$38,468,521.22 |
|
030PAWELLS FARGO MTG LN 20 |
2036-02-25 |
2.38 |
Other Instrument - CMO |
$37,237,769.91 |
$36,940,405.63 |
|
030PAWELLS FARGO MTG LN TR |
2036-06-27 |
5.6741 |
Other Instrument - CMO |
$924,607.12 |
$935,611.29 |
|
030PDWACHOVIA MTG LOAN TRU |
2037-01-25 |
.2446 |
Other Instrument - Asset Backed Securities |
$7,575,240.56 |
$5,061,372.17 |
|
031XGWFRBS COML TR 2013 C1 |
2045-03-17 |
1.5138 |
Other Instrument - Commercial Mortgage-Backed Security |
$194,116,871.38 |
$16,132,459.98 |
|
0322RAMERICAN CR ACCEP REC |
2020-06-15 |
4.94 |
Other Instrument - ABS |
$4,678,426.00 |
$4,697,212.48 |
|
033EEWFRBS COML MTG TR 201 |
2045-05-17 |
3.001 |
Other Instrument - Commercial Mortgage-Backed Security |
$45,000.00 |
$43,068.46 |
|
035F7WFRBS CKOML MTG TR 20 |
2046-09-17 |
4.9853 |
Other Instrument - Commercial Mortgage-Backed Security |
$15,000.00 |
$15,830.40 |
|
037VRWFRBS COML MTG TR 201 |
2046-03-16 |
4.6344 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,607,000.00 |
$4,971,349.74 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,036,224.61
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,036,224.61
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.230%, 6/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3F99
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,979,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,982,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,982,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, 0.050%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83399A003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): TIME DEPOSIT - CAYMAN
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC Capital Markets, LLC
Item 27. The title of the issue (including coupon or yield): RBC Capital Markets, LLC, 0.240%, 2/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15499K002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRA 2007-017 AI |
2037-04-16 |
6.391 |
Other Instrument - CMOs |
$1,266,070.13 |
$218,262.79 |
|
GNMA GNRA 2007-017 IC |
2037-04-16 |
6.091 |
Other Instrument - CMOs |
$1,657,554.17 |
$296,010.86 |
|
GNMA GNRA 2009-106 SC |
2039-11-20 |
6.1832 |
Other Instrument - CMOs |
$300,136.37 |
$47,284.78 |
|
GNMA GNRA 2010-020 SE |
2040-02-20 |
6.083 |
Other Instrument - CMOs |
$1,374,942.24 |
$250,688.67 |
|
GNMA GNRA 2010-042 SK |
2040-04-20 |
5.503 |
Other Instrument - CMOs |
$18,708.19 |
$2,724.11 |
|
GNMA GNRA 2010-062 SB |
2040-05-20 |
5.583 |
Other Instrument - CMOs |
$6,788,313.73 |
$945,068.47 |
|
GNMA GNRA 2010-113 CS |
2039-11-20 |
6.483 |
Other Instrument - CMOs |
$1,788,550.90 |
$287,058.69 |
|
GNMA GNRA 2010-115 SQ |
2040-09-20 |
5.883 |
Other Instrument - CMOs |
$9,942,011.46 |
$1,346,551.83 |
|
GNMA GNRA 2010-125 CS |
2040-06-20 |
6.483 |
Other Instrument - CMOs |
$2,947,867.45 |
$402,439.67 |
|
GNMA GNRA 2010-167 US |
2038-11-20 |
6.463 |
Other Instrument - CMOs |
$218,727.31 |
$28,154.10 |
|
GNMA GNRA 2013-034 SC |
2040-01-16 |
6.241 |
Other Instrument - CMOs |
$7,925,601.20 |
$1,217,177.51 |
|
GNMA GNRA 2013-034 SK |
2039-11-16 |
6.141 |
Other Instrument - CMOs |
$11,000,409.87 |
$1,708,239.90 |
|
GNMA GNRA 2013-037 SD |
2043-03-20 |
6.073 |
Other Instrument - CMOs |
$7,676,358.85 |
$1,337,057.74 |
|
GNMA GNRA 2013-104 ES |
2043-07-16 |
5.991 |
Other Instrument - CMOs |
$30,197,993.05 |
$4,719,138.52 |
|
GNMA GNRA 2013-129 XS |
2043-08-20 |
12.6592 |
Other Instrument - CMOs |
$240,000.00 |
$251,414.90 |
|
GNMA GNRA 2013-170 QI |
2043-11-20 |
5.5 |
Other Instrument - CMOs |
$230,565.12 |
$44,399.13 |
|
GNMA GNRM 2012-098 HI |
2041-08-20 |
4 |
Other Instrument - CMOs |
$504,924.83 |
$88,641.74 |
|
GNMA GNRM 2013-004 IC |
2042-09-20 |
4 |
Other Instrument - CMOs |
$11,834,172.07 |
$3,060,309.01 |
|
GNMA GNRM 2013-129 HE |
2043-09-20 |
3.5 |
Other Instrument - CMOs |
$1,285,276.80 |
$1,251,361.77 |
|
GNMA GNRM 2013-165 TO |
2043-02-20 |
0 |
Other Instrument - CMOs |
$195,865.66 |
$167,207.96 |
|
FNMA FNRA CL015S R12F015 |
2042-03-25 |
5.785 |
Other Instrument - CMOs |
$26,052,954.24 |
$4,687,061.07 |
|
FNMA FNRA CL019S R12F019 |
2042-03-25 |
5.7854 |
Other Instrument - CMOs |
$3,532,098.84 |
$654,551.72 |
|
FNMA FNST TR0347 IO2 CL |
2034-01-01 |
5 |
Other Instrument - CMOs |
$22,002.46 |
$4,057.95 |
|
FMAC FGRA 3202PI 08/15/36 |
2036-08-15 |
6.373 |
Other Instrument - CMOs |
$19,349,868.91 |
$3,558,894.54 |
|
FMAC FGRA 3331SL 08/15/35 |
2035-08-15 |
6.333 |
Other Instrument - CMOs |
$122,671.20 |
$17,665.10 |
|
FMAC FGRA 3404SB 01/15/38 |
2038-01-15 |
5.833 |
Other Instrument - CMOs |
$9,162,622.00 |
$1,163,070.66 |
|
FMAC FGRA 3471SD 12/15/36 |
2036-12-15 |
5.913 |
Other Instrument - CMOs |
$7,382,190.20 |
$1,135,211.06 |
|
FMAC FGRA 3682GS 08/15/36 |
2036-08-15 |
4.5834 |
Other Instrument - CMOs |
$1,367,579.89 |
$132,548.67 |
|
FMAC FGRA 3758SB 11/15/40 |
2040-11-15 |
5.8334 |
Other Instrument - CMOs |
$511,030.22 |
$94,974.26 |
|
FMAC FGRA 3852NS 05/15/41 |
2041-05-15 |
5.833 |
Other Instrument - CMOs |
$22,087,773.00 |
$4,172,522.66 |
|
FMAC FGRA 3922SH 09/15/41 |
2041-09-15 |
5.733 |
Other Instrument - CMOs |
$3,425,063.85 |
$481,683.85 |
|
FMAC FGRA 3935SH 12/15/40 |
2040-12-15 |
6.433 |
Other Instrument - CMOs |
$8,210,513.15 |
$1,624,319.57 |
|
FMAC FGRA 3960SL 11/15/41 |
2041-11-15 |
6.333 |
Other Instrument - CMOs |
$4,138,212.65 |
$881,831.05 |
|
FMAC FGRA 3966SA 12/15/41 |
2041-12-15 |
5.74 |
Other Instrument - CMOs |
$27,956,682.44 |
$5,290,833.21 |
|
FMAC FGRA 4020LS 11/15/41 |
2041-11-15 |
5.883 |
Other Instrument - CMOs |
$9,007,478.50 |
$1,575,008.66 |
|
FMAC FGRA 4096SD 07/15/39 |
2039-07-15 |
5.9334 |
Other Instrument - CMOs |
$3,963,454.26 |
$761,094.46 |
|
FMAC FGRA 4196HS 03/15/43 |
2043-03-15 |
5.2 |
Other Instrument - CMOs |
$402,824.24 |
$296,661.97 |
|
FMAC FGRA S13141 12/15/27 |
2027-12-15 |
3 |
Other Instrument - FGRA |
$6,401,499.62 |
$788,929.35 |
|
FMAC FGRM 3893TI 09/15/39 |
2039-09-15 |
4 |
Other Instrument - CMOs |
$675,808.72 |
$78,475.13 |
|
FMAC FGRM 4026QI 01/15/42 |
2042-01-15 |
4.5 |
Other Instrument - CMOs |
$11,746,413.29 |
$2,068,778.31 |
|
FMAC FGRM 4051CI 05/15/27 |
2027-05-15 |
3 |
Other Instrument - CMOs |
$23,081,412.41 |
$2,862,302.87 |
|
FMAC FGRM 4104CI 05/15/41 |
2041-05-15 |
4 |
Other Instrument - CMOs |
$3,555,074.51 |
$597,008.40 |
|
FMAC FGRM 4122EI 10/15/27 |
2027-10-15 |
2.5 |
Other Instrument - CMOs |
$5,588,489.92 |
$634,138.99 |
|
FMAC FGRM 4135AI 11/15/42 |
2042-11-15 |
3.5 |
Other Instrument - CMOs |
$254,043.74 |
$60,322.35 |
|
FMAC FGRM 4182PI 12/15/41 |
2041-12-15 |
3 |
Other Instrument - CMOs |
$55,457.03 |
$6,827.54 |
|
FMAC FGRM 4191HI 04/15/33 |
2033-04-15 |
3 |
Other Instrument - CMOs |
$3,328,269.58 |
$449,932.12 |
|
FNMA FNAR XX.XXX LBAT5845 |
2043-07-01 |
1.871 |
Other Instrument - Mortgages |
$10,503,685.09 |
$10,494,170.50 |
|
FNMA FNRA CL006SA R13F006 |
2043-02-25 |
5.9354 |
Other Instrument - CMOs |
$10,037,591.24 |
$2,122,942.85 |
|
FNMA FNRA CL009SK R12F009 |
2042-02-25 |
6.342 |
Other Instrument - CMOs |
$698,627.29 |
$136,559.28 |
|
FNMA FNRA CL017NS R13F017 |
2043-03-25 |
5.942 |
Other Instrument - CMOs |
$3,302,465.94 |
$736,133.97 |
|
FNMA FNRA CL017SP R13F017 |
2043-03-25 |
5.962 |
Other Instrument - CMOs |
$15,813,739.35 |
$3,600,893.87 |
|
FNMA FNRA CL019JS R13F019 |
2041-10-25 |
6.035 |
Other Instrument - CMOs |
$19,019,202.65 |
$4,150,119.98 |
|
FNMA FNRA CL021ST R12F021 |
2042-03-25 |
5.785 |
Other Instrument - CMOs |
$12,605,454.15 |
$2,227,083.32 |
|
FNMA FNRA CL030WI R07F030 |
2037-04-25 |
6.595 |
Other Instrument - CMOs |
$9,016,001.46 |
$1,504,393.48 |
|
FNMA FNRA CL043SI R12F043 |
2041-07-25 |
6.585 |
Other Instrument - CMOs |
$9,397,173.12 |
$1,910,872.87 |
|
FNMA FNRA CL049SQ R12F049 |
2042-05-25 |
6.335 |
Other Instrument - CMOs |
$1,029,589.36 |
$225,503.58 |
|
FNMA FNRA CL068SA R12F068 |
2042-07-25 |
5.842 |
Other Instrument - CMOs |
$7,908,263.87 |
$1,770,325.50 |
|
FNMA FNRA CL069SB R12F069 |
2042-07-25 |
6.3854 |
Other Instrument - CMOs |
$6,470,040.62 |
$1,430,566.31 |
|
FNMA FNRA CL070SI R09F070 |
2036-09-25 |
6.285 |
Other Instrument - CMOs |
$10,270,440.35 |
$1,608,982.59 |
|
FNMA FNRA CL094GS R13F094 |
2043-09-25 |
5.2104 |
Other Instrument - FNRA |
$5,894,143.68 |
$4,776,834.48 |
|
FNMA FNRA CL124KS R11F124 |
2040-12-25 |
6.4354 |
Other Instrument - CMOs |
$4,148,095.88 |
$805,512.79 |
|
FNMA FNRA CL131SH R11F131 |
2041-12-25 |
6.335 |
Other Instrument - FNRA |
$8,971,241.28 |
$2,010,588.24 |
|
FNMA FNRA CL154CS R12F154 |
2037-04-25 |
6.2754 |
Other Instrument - CMOs |
$11,084,831.78 |
$1,849,325.72 |
|
FNMA FNRA RC094GS R11F094 |
2041-10-25 |
6.3354 |
Other Instrument - CMOs |
$5,880,647.70 |
$1,164,614.64 |
|
FNMA FNRA RC100SD R10F100 |
2040-09-25 |
6.415 |
Other Instrument - CMOs |
$8,249,592.02 |
$1,256,331.74 |
|
FNMA FNRA RC121SA R13F121 |
2043-12-25 |
5.935 |
Other Instrument - FNRA |
$4,174,991.71 |
$584,244.86 |
|
FNMA FNRM CL009IP R12F009 |
2037-10-25 |
4.5 |
Other Instrument - CMOs |
$395,627.40 |
$50,800.93 |
|
FNMA FNRM CL021AI R13F021 |
2033-03-25 |
3.5 |
Other Instrument - FNRM |
$7,331,201.74 |
$1,471,809.62 |
|
FNMA FNRM CL029KI R13F029 |
2043-04-25 |
5 |
Other Instrument - CMOs |
$12,812,972.13 |
$1,842,744.57 |
|
FNMA FNRM CL031NI R13F031 |
2041-06-25 |
3 |
Other Instrument - CMOs |
$8,020,813.64 |
$904,186.32 |
|
FNMA FNRM CL051PI R13F051 |
2032-11-25 |
3 |
Other Instrument - CMOs |
$84,663.85 |
$12,593.32 |
|
FNMA FNRM CL062EI R12F062 |
2041-04-25 |
4 |
Other Instrument - CMOs |
$8,187,619.36 |
$1,419,252.86 |
|
FNMA FNRM CL078GI R12F078 |
2022-07-25 |
2.5 |
Other Instrument - CMOs |
$2,677,627.88 |
$198,994.16 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
RBC Capital Markets, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,004,333.15
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,004,333.15
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: The Weber School, Inc.
Item 27. The title of the issue (including coupon or yield): Fulton County, GA Development Authority (The Weber School, Inc.) , (Series 2006), 0.050%, 12/1/2030
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 359900RV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,990,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,990,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Metropolitan Life Global Funding I
Item 27. The title of the issue (including coupon or yield): Metropolitan Life Global Funding I, 5.125%, 6/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59217EBW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,721,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,936,652.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,931,354.46
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,931,354.46
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.375%, 3/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G2P8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,561,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,561,608.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,561,541.27
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,561,541.27
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UBJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,916.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: World Wildlife Fund, Inc.
Item 27. The title of the issue (including coupon or yield): World Wildlife Fund, Inc., 0.160%, 7/1/2030
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 98157LAC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,990,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,990,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Greene County Development Authority
Item 27. The title of the issue (including coupon or yield): Greene County Development Authority, Reynolds Lodge, LLC Series 2000 A, 0.140%, 4/1/2027
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 394375AF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,900,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Public Building Corp. Springfield, MO
Item 27. The title of the issue (including coupon or yield): Public Building Corp. Springfield, MO, Jordan Valley Ice Park, Series 2003, 0.260%, 6/1/2025
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85100MAA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,060,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,060,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,060,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,060,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COG Leasing Co. LLP
Item 27. The title of the issue (including coupon or yield): COG Leasing Co. LLP, Series 2007, 0.160%, 11/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12620GAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of Des Moines |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of Des Moines |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,760,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,760,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,760,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,760,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: North Oaks Partnership
Item 27. The title of the issue (including coupon or yield): North Oaks Partnership, (Series 1998), 0.140%, 4/1/2028
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 661268AB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,040,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,040,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,040,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,040,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alabama State IDA
Item 27. The title of the issue (including coupon or yield): Alabama State IDA, General Electric Project, 0.550%, 12/1/2016
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 010584CL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
General Electric Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
General Electric Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $815,000.00
Item 41. The total current amortized cost, to the nearest cent: $815,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $815,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $815,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 6/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UF35
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,928,833.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,960,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $69,960,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.270%, 6/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NNB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $205,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $205,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,796,679.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,796,679.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.240%, 2/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3BS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,991,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,996,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Los Angeles County, CA Metropolitan Transportation Authority (Series A-T-SSB)
Item 27. The title of the issue (including coupon or yield): Los Angeles County, CA Metropolitan Transportation Authority (Series A-T-SSB), 0.180%, 4/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 54471NPM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
State Street Bank and Trust Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,783,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,783,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,783,215.66
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,783,215.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 5.900%, 5/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G4C5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $163,744,000.00
Item 41. The total current amortized cost, to the nearest cent: $166,252,107.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $166,268,604.99
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $166,268,604.99
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 4/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UD45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,974,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,992,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,992,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 3.750%, 11/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G4G6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-11-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,442,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,393,021.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,396,842.92
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $36,396,842.92
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/29/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UGV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,955,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,968,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,968,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.370%, 3/31/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
033EAWAMU |
2037-03-25 |
4.5296 |
Other Instrument - CMOs |
$2,202,419.31 |
$2,019,476.61 |
|
01BCJBEAM INC |
2018-06-15 |
1.75 |
Other Instrument - Corporates |
$4,448,600.00 |
$4,382,654.45 |
|
02GZULKQ CORP |
2023-05-15 |
4.75 |
Other Instrument - Corporates |
$54,752.00 |
$51,468.40 |
|
02J3YSLM CORP |
2014-05-15 |
5.375 |
Other Instrument - Corporates |
$9,581.60 |
$9,798.12 |
|
01BDOBALL CORP |
2020-09-15 |
6.75 |
Other Instrument - Corporates |
$68,440.00 |
$76,173.72 |
|
030K7INDX 2007 |
2037-09-25 |
4.3513 |
Other Instrument - CMOs |
$9,268,392.31 |
$6,440,496.33 |
|
01X58XL CAPITAL |
2024-11-15 |
6.375 |
Other Instrument - Corporates |
$37,642.00 |
$44,845.49 |
|
01YEYKEY BANK,NA |
2014-07-01 |
5.8 |
Other Instrument - Corporates |
$6,844.00 |
$7,024.63 |
|
01DS6OWENS CORNING |
2036-12-01 |
7 |
Other Instrument - Corporates |
$4,106.40 |
$4,623.38 |
|
01ZXEHSBC BANK USA |
2017-05-03 |
0 |
Other Instrument - CD |
$3,422.00 |
$3,422.00 |
|
01ZXEHSBC BANK USA |
2017-10-04 |
0 |
Other Instrument - CD |
$3,422.00 |
$3,422.00 |
|
01ZXEHSBC BANK USA |
2017-12-06 |
0 |
Other Instrument - CD |
$68,440.00 |
$68,440.00 |
|
02G54GOLDMAN SACHS |
2016-10-01 |
5.75 |
Other Instrument - Corporates |
$45,854.80 |
$51,815.77 |
|
02G5KWACHOVIA BANK |
2015-08-15 |
5 |
Other Instrument - Corporates |
$21,900.80 |
$23,813.30 |
|
02G65SEMPRA ENERGY |
2019-02-15 |
9.8 |
Other Instrument - Corporates |
$29,429.20 |
$40,457.76 |
|
01F6JMORGAN STANLEY |
2026-08-09 |
6.25 |
Other Instrument - Corporates |
$21,900.80 |
$26,433.42 |
|
02GMSWELLS FARGO MTG |
2034-08-25 |
4.9276 |
Other Instrument - CMOs |
$7,890,568.68 |
$8,638,869.74 |
|
01GTZSYNGENTA FIN N V |
2022-03-28 |
3.125 |
Other Instrument - Corporates |
$60,227.20 |
$59,761.47 |
|
01PR0GE CAP CP INTNTS |
2022-08-15 |
4.25 |
Other Instrument - Corporates |
$14,372.40 |
$14,975.28 |
|
01ZXEHSBC BANK USA NA |
2017-09-05 |
0 |
Other Instrument - CD |
$27,376.00 |
$27,764.74 |
|
02G5KWACHOVIA BANK NA |
2016-03-15 |
5.6 |
Other Instrument - Corporates |
$81,443.60 |
$91,087.79 |
|
01BNABANK OF AMER CORP |
2037-09-15 |
6.5 |
Other Instrument - Corporates |
$20,532.00 |
$22,764.56 |
|
01PR0GE CAP CP INT NTS |
2029-03-15 |
5 |
Other Instrument - Corporates |
$11,634.80 |
$12,235.61 |
|
01SMBBARCLAYS BANK PLC |
2021-03-17 |
4 |
Other Instrument - Corporates |
$6,844.00 |
$7,270.03 |
|
01STWA S EKSPORTFINANS |
2016-02-05 |
0 |
Other Instrument - MTN |
$694,845.31 |
$828,464.06 |
|
01STWA/S EKSPORTFINANS |
2014-06-05 |
0 |
Other Instrument - MTN |
$919.83 |
$1,445.88 |
|
02KN4WELLPOINT INC COM |
2023-01-15 |
3.3 |
Other Instrument - Corporates |
$119,770.00 |
$114,603.92 |
|
02KN4WELLPOINT INC COM |
2036-01-15 |
5.85 |
Other Instrument - Corporates |
$174,522.00 |
$195,401.81 |
|
01BCJFORTUNE BRANDS INC |
2036-01-15 |
5.875 |
Other Instrument - Corporates |
$16,425.60 |
$16,705.68 |
|
01BPWRYDER SYSTEM, INC. |
2018-11-15 |
2.45 |
Other Instrument - Corporates |
$394,870.74 |
$397,518.13 |
|
01N5XCENOVUS ENERGY INC |
2043-09-15 |
5.2 |
Other Instrument - Corporates |
$6,826,529.32 |
$7,098,505.84 |
|
01NN2DISCOVERY COMM LLC |
2015-06-01 |
3.7 |
Other Instrument - Corporates |
$2,463,735.29 |
$2,575,161.82 |
|
01RX6CB MERCK & CO.INC. |
2028-12-01 |
5.95 |
Other Instrument - Corporates |
$1,368.80 |
$1,674.34 |
|
01SBYMARQUETTE TRANS CO |
2017-01-15 |
10.875 |
Other Instrument - Corporates |
$4,137,198.00 |
$4,379,568.85 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$289,501.20 |
$310,514.16 |
|
02I8PROYAL BK OF CANADA |
2015-06-02 |
0 |
Other Instrument - MTN |
$175,548.60 |
$239,852.05 |
|
01D7TZION BANCORPORATION |
2014-09-23 |
7.75 |
Other Instrument - Corporates |
$6,844.00 |
$7,330.92 |
|
01DP2ROYAL BANK OF CANDA |
2015-07-06 |
0 |
Other Instrument - Corporates |
$270,510.47 |
$376,036.61 |
|
01M07PROGRESS ENERGY INC |
2021-01-15 |
4.4 |
Other Instrument - Corporates |
$68,440.00 |
$73,674.67 |
|
02I85NUSTAR LOGOSTICS LP |
2020-09-01 |
4.8 |
Other Instrument - Corporates |
$60,706.28 |
$58,885.09 |
|
030JQGS MORT SEC CORP II |
2039-07-10 |
4.782 |
Other Instrument - Commercial Mortgage-Backed Security |
$465,947.73 |
$478,073.32 |
|
01C5OEXPRESS SCRIPTS HLDG |
2041-11-15 |
6.125 |
Other Instrument - Corporates |
$204,185.95 |
$240,827.23 |
|
01D7TZIONS BANCORPORATION |
2015-11-16 |
5.5 |
Other Instrument - Corporates |
$6,159.60 |
$6,579.49 |
|
01GD4WEATHERFORD INTL LTD |
2018-03-15 |
6 |
Other Instrument - Corporates |
$684.40 |
$788.37 |
|
01JZZWTS SIRIUS SATELLITE |
2021-08-01 |
5.75 |
Other Instrument - Corporates |
$94,447.20 |
$97,162.56 |
|
01JZZWTS SIRIUS SATELLITE |
2022-08-15 |
5.25 |
Other Instrument - Corporates |
$65,018.00 |
$68,705.06 |
|
01OZMANHEUSER BUSCH INBEV |
2020-01-15 |
5.375 |
Other Instrument - Corporates |
$73,915.20 |
$85,715.68 |
|
01PRBTOYOTA MOTOR CRED FR |
2019-01-17 |
2.1 |
Other Instrument - Corporates |
$3,832,802.89 |
$3,852,311.85 |
|
02JMIUNITED RENTALS NORTH |
2018-07-15 |
5.75 |
Other Instrument - Corporates |
$1,401,799.03 |
$1,503,507.34 |
|
02KJUIASIS HEALTHCARE LLC |
2019-05-15 |
8.375 |
Other Instrument - Corporates |
$1,382,310.06 |
$1,500,056.00 |
|
02MCKINTL LEASE FINL CORP |
2015-04-01 |
4.875 |
Other Instrument - Corporates |
$124,560.80 |
$130,944.54 |
|
02XS7BEAR STEARNS ARM TRU |
2034-06-25 |
2.6743 |
Other Instrument - CMOs |
$5,128,640.78 |
$5,215,370.92 |
|
030M3RALI SERIES 2007-QS6 |
2037-04-25 |
6 |
Other Instrument - CMOs |
$416,907.98 |
$335,588.65 |
|
030P7WELLS FARGO MORTGAGE |
2037-07-25 |
6 |
Other Instrument - CMOs |
$1,278,051.47 |
$1,238,134.86 |
|
01BFMCNA FINANCIAL CORPORA |
2019-11-15 |
7.35 |
Other Instrument - Corporates |
$2,737.60 |
$3,378.11 |
|
01BG4R.R DONNELLEY &SON CO |
2014-04-01 |
4.95 |
Other Instrument - Corporates |
$47,908.00 |
$48,923.65 |
|
01BNABANK AMER CORP SR INT |
2015-04-15 |
4 |
Other Instrument - Corporates |
$34,220.00 |
$35,666.06 |
|
01CK8BRAZOS HIGHER EDUCATI |
2043-06-25 |
1.671 |
Other Instrument - Asset Backed Securities |
$3,343,591.71 |
$2,945,544.55 |
|
01ETUOMEGA HEALTHCARE INVE |
2024-03-15 |
5.875 |
Other Instrument - Corporates |
$264,862.80 |
$275,376.38 |
|
01O4IEL PASO PIPELINE PART |
2020-04-01 |
6.5 |
Other Instrument - Corporates |
$274,079.61 |
$322,546.94 |
|
01O4IEL PASO PIPELINE PART |
2021-10-01 |
5 |
Other Instrument - Corporates |
$290,030.93 |
$312,443.55 |
|
01PR0GE CAPITAL INTERNOTES |
2023-06-15 |
5.15 |
Other Instrument - Corporates |
$3,422.00 |
$3,728.34 |
|
01RD2SOUTHERN CALIFORNIA E |
2016-01-15 |
5 |
Other Instrument - Corporates |
$3,422.00 |
$3,719.14 |
|
01RDQHARTFORD FINANCIAL SE |
2022-04-15 |
5.125 |
Other Instrument - Corporates |
$3,422,000.00 |
$3,821,930.09 |
|
01T0ZSQUARETWO FINANCIAL C |
2017-04-01 |
11.625 |
Other Instrument - Corporates |
$61,596.00 |
$64,906.79 |
|
01Y9PNEXTERA ENERGY CAPITA |
2015-06-01 |
1.2 |
Other Instrument - Corporates |
$3,422.00 |
$3,448.11 |
|
01YJVNATIONAL AUSTRALIA BK |
2015-08-07 |
1.6 |
Other Instrument - Corporates |
$222,430.00 |
$227,495.47 |
|
022YOCORRECTIONS CORP OF A |
2020-04-01 |
4.125 |
Other Instrument - Corporates |
$571,252.25 |
$561,969.40 |
|
0289LWFRBS COML MTG TR 201 |
2045-11-17 |
4.8029 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,422,000.00 |
$3,181,870.10 |
|
02DGAWESTERN UNION COMPANY |
2017-12-10 |
2.875 |
Other Instrument - Corporates |
$254,596.80 |
$261,448.75 |
|
02G54THE GOLDMAN SACHS GRO |
2016-02-07 |
3.625 |
Other Instrument - Corporates |
$420,906.00 |
$448,547.25 |
|
02GEFBALTIMORE GAS & ELECT |
2023-07-01 |
3.35 |
Other Instrument - Corporates |
$6,713.96 |
$6,628.64 |
|
02GK2CREDIT SUISSE FIRST B |
2037-04-17 |
.414 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,865,915.86 |
$6,321,551.72 |
|
02GK4COUNTRYWIDE HME LN TR |
2034-09-25 |
4.867 |
Other Instrument - Asset Backed Securities |
$9,968,814.44 |
$10,155,331.42 |
|
02HFTTRANSCANADA PIPELINES |
2043-10-16 |
5 |
Other Instrument - Corporates |
$3,786,100.80 |
$3,919,081.28 |
|
02LVSPACIFIC GAS AND ELECT |
2043-11-15 |
5.125 |
Other Instrument - Corporates |
$2,277.68 |
$2,435.84 |
|
02TBXCONSOLIDATED COMMUNIC |
2020-06-01 |
10.875 |
Other Instrument - Corporates |
$41,064.00 |
$48,173.21 |
|
02YPUMICHAEL FOODS HLDG IN |
2018-07-15 |
8.5 |
Other Instrument - Corporates |
$843,637.98 |
$886,897.86 |
|
030HECARRINGTON MTG LN 200 |
2036-01-25 |
.3746 |
Other Instrument - Asset Backed Securities |
$4,848,918.26 |
$4,568,842.17 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.6176 |
Other Instrument - CMOs |
$10,430,708.48 |
$10,899,408.74 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.8093 |
Other Instrument - CMOs |
$7,604,576.85 |
$7,630,873.81 |
|
030ILCHL MORTGAGE PASS-THR |
2037-10-25 |
6 |
Other Instrument - CMOs |
$5,954,173.33 |
$5,834,606.81 |
|
030KFJP MORGAN MORTGAGE TR |
2035-07-25 |
2.8129 |
Other Instrument - CMOs |
$1,208,635.73 |
$1,218,875.29 |
|
030N2SLM STUDENT LOAN TRUS |
2022-01-25 |
.8884 |
Other Instrument - Asset Backed Securities |
$2,296,190.06 |
$2,224,741.14 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
2.6268 |
Other Instrument - CMOs |
$18,610,077.79 |
$19,200,390.99 |
|
030P9WELLS FARGO MTG BK SE |
2034-07-25 |
4.735 |
Other Instrument - CMOs |
$4,145,627.32 |
$4,317,374.86 |
|
030PAWELLS FARGO MTG LN 20 |
2036-01-25 |
2.6285 |
Other Instrument - CMO |
$14,565,470.62 |
$14,188,546.23 |
|
030PAWELLS FARGO RESECURIT |
2021-08-20 |
1.75 |
Other Instrument - CMO |
$141,436.27 |
$141,346.41 |
|
0322SWAMU MORTGAGE PASS T |
2048-03-17 |
1.5205 |
Other Instrument - Commercial Mortgage-Backed Security |
$139,817,445.66 |
$12,721,806.48 |
|
033X4WFRBS COML MTG TR 201 |
2046-06-15 |
4.0023 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,980,565.64 |
$4,216,720.12 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $171,100,000.00
Item 41. The total current amortized cost, to the nearest cent: $171,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $171,130,832.39
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $171,130,832.39
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.239%, 11/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644DAA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas SA
Item 27. The title of the issue (including coupon or yield): BNP Paribas SA, 0.210%, 2/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572W4N3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $398,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $398,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $398,003,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $398,003,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.330%, 6/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BF64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,942,708.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,968,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,968,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.380%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BD5AON PLC |
2023-11-27 |
4 |
Other Instrument - Corporates |
$1,018,555.00 |
$1,035,303.44 |
|
01BD5AON PLC |
2042-12-12 |
4.25 |
Other Instrument - Corporates |
$818,140.00 |
$747,252.03 |
|
01BK4IDACORP |
2014-02-25 |
0 |
Other Instrument - CP |
$250,000.00 |
$249,959.20 |
|
01BR3AT & T INC |
2045-06-15 |
4.35 |
Other Instrument - Corporates |
$201,000.00 |
$174,212.40 |
|
01F94AGRIUM INC |
2019-01-15 |
6.75 |
Other Instrument - Corporates |
$363,860.50 |
$434,405.78 |
|
01BGWKINDER MORGAN |
2039-09-01 |
6.5 |
Other Instrument - Corporates |
$2,397,500.00 |
$2,754,495.74 |
|
01BPCCITIGROUP,INC |
2037-05-29 |
5.875 |
Other Instrument - Corporates |
$6,500.00 |
$7,383.79 |
|
02G54GOLDMAN SACHS |
2036-05-01 |
6.45 |
Other Instrument - Corporates |
$5,000.00 |
$5,432.53 |
|
02JGBASSURANT, INC |
2014-02-15 |
5.625 |
Other Instrument - Corporates |
$154,123.00 |
$158,348.67 |
|
02XRUCIFC FDG 2007 |
2021-05-10 |
.6394 |
Other Instrument - ABS |
$1,750,000.00 |
$1,650,282.64 |
|
02YX9ARL FIRST LLC |
2042-12-15 |
1.91 |
Other Instrument - ABS |
$884,104.48 |
$893,696.03 |
|
01BE8BELLSOUTH CORP |
2034-11-15 |
6 |
Other Instrument - Corporates |
$5,000.00 |
$5,345.94 |
|
01BUJWHIRLPOOL CORP |
2022-06-01 |
4.7 |
Other Instrument - Corporates |
$148,500.00 |
$159,173.19 |
|
01F6JMORGAN STANLEY |
2015-08-31 |
3 |
Other Instrument - Corporates |
$1,048,776.50 |
$1,077,450.05 |
|
02HBOPPL SUPPLY LLC |
2021-12-15 |
4.6 |
Other Instrument - Corporates |
$1,943,500.00 |
$1,936,518.52 |
|
02HBOPPL SUPPLY.LLC |
2036-12-15 |
6 |
Other Instrument - Corporates |
$1,250,000.00 |
$1,224,983.34 |
|
01BNABK OF AMER CORP |
2015-08-01 |
4.75 |
Other Instrument - Corporates |
$25,000.00 |
$26,958.50 |
|
01E84GENESIS FDG LTD |
2032-12-19 |
.4063 |
Other Instrument - ABS |
$947,176.65 |
$860,543.55 |
|
02SOWABB FIN USA INC |
2042-05-08 |
4.375 |
Other Instrument - Corporates |
$250,000.00 |
$244,506.70 |
|
02XSZFTST 2006-4TS A |
2028-12-13 |
5.401 |
Other Instrument - Commercial Mortgage-Backed Security |
$775,825.50 |
$877,697.21 |
|
01BIDGEORGIA-PAC CORP |
2029-11-15 |
7.75 |
Other Instrument - Corporates |
$40,500.00 |
$53,767.85 |
|
01C5DWEATHERFORD INTL |
2014-02-07 |
0 |
Other Instrument - CP |
$450,000.00 |
$449,979.89 |
|
01DRSCRATOS CLO I LTD |
2021-05-19 |
1.3741 |
Other Instrument - ABS |
$2,491,061.00 |
$2,417,072.01 |
|
02KK6DIAGEO INVT CORP |
2042-05-11 |
4.25 |
Other Instrument - Corporates |
$12,500.00 |
$12,066.43 |
|
01GM2T2 INCOME FDG CLO |
2019-07-15 |
0 |
Other Instrument - ABS |
$5,621.00 |
$4,838.60 |
|
02FRGGCB NEWS AMER INC |
2018-05-18 |
7.25 |
Other Instrument - Corporates |
$72,200.50 |
$88,925.13 |
|
030NFTICC CLO 2012 LLC |
2023-08-25 |
3.7376 |
Other Instrument - ABS |
$116,711.00 |
$118,150.31 |
|
030NJUBS BARCLAYS COML |
2063-05-11 |
4.891 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,236,055.50 |
$1,131,144.16 |
|
01BCFALLTEL CORPORATION |
2016-03-15 |
7 |
Other Instrument - Corporates |
$216,660.50 |
$249,162.71 |
|
01BNABK OF AMERICA CORP |
2017-12-01 |
5.75 |
Other Instrument - Corporates |
$20,500.00 |
$23,552.11 |
|
01CJLMARKEL CORPORATION |
2021-06-01 |
5.35 |
Other Instrument - Corporates |
$744,692.00 |
$829,755.69 |
|
02IALPFS FINANCING CORP |
2016-10-17 |
.86 |
Other Instrument - Asset Backed Securities |
$125,000.00 |
$125,091.28 |
|
0321SGENWORTH HLDGS INC |
2023-08-15 |
4.9 |
Other Instrument - Corporates |
$53,624.50 |
$55,539.73 |
|
01FK1TYCO ELECTRONICS,LU |
2037-10-01 |
7.125 |
Other Instrument - Corporates |
$125,000.00 |
$152,818.75 |
|
02G8HMOODY'S CORPORATION |
2022-09-01 |
4.5 |
Other Instrument - Corporates |
$5,000.00 |
$5,235.45 |
|
02GDBCORP OFFICE PROP LP |
2024-02-15 |
5.25 |
Other Instrument - Corporates |
$1,868,580.00 |
$1,992,558.73 |
|
01BLPLINCOLN NATL CORP,IN |
2020-02-15 |
6.25 |
Other Instrument - Corporates |
$250,000.00 |
$301,244.86 |
|
01BNABANK OF AMERICA CORP |
2038-02-15 |
6.05 |
Other Instrument - Corporates |
$17,000.00 |
$17,867.32 |
|
01KEVREG S MUIR GROVE CLO |
2020-03-25 |
2.2384 |
Other Instrument - ABS |
$3,128,899.00 |
$3,118,131.54 |
|
02GN0CITIBANK CREDIT CARD |
2017-05-22 |
1.3668 |
Other Instrument - Asset Backed Securities |
$2,370,600.00 |
$2,403,417.72 |
|
02I6MPLAINS EXPLORATION & |
2019-06-15 |
6.125 |
Other Instrument - Corporates |
$456,898.50 |
$503,879.73 |
|
02K4AACE INA HOLDINGS INC |
2023-03-13 |
2.7 |
Other Instrument - Corporates |
$2,743,798.00 |
$2,597,114.56 |
|
02K4AACE INA HOLDINGS INC |
2043-03-13 |
4.15 |
Other Instrument - Corporates |
$793,251.50 |
$753,960.43 |
|
02L76DIRECTV HOLDINGS LLC |
2042-03-15 |
5.15 |
Other Instrument - Corporates |
$25,000.00 |
$23,477.89 |
|
02LYEWILLIAMS PARTNERS LP |
2020-03-15 |
5.25 |
Other Instrument - Corporates |
$14,618.50 |
$16,481.83 |
|
02R7A3C7 REG S AVENUE CLO |
2017-10-30 |
.6559 |
Other Instrument - ABS |
$1,620,000.00 |
$1,598,467.32 |
|
02XS7BEAR STEARNS ARM TRU |
2034-06-25 |
2.6743 |
Other Instrument - CMOs |
$194,563.43 |
$197,853.68 |
|
02XSECOBALT CMBS COMM MTG |
2046-05-17 |
5.7702 |
Other Instrument - Commercial Mortgage-Backed Security |
$50,000.00 |
$55,479.78 |
|
02XU9NCUA GTD NTS TR 2010 |
2020-12-08 |
.7225 |
Other Instrument - Asset Backed Securities |
$359,379.22 |
$362,579.31 |
|
02XUKSANTANDER DRIVE AUTO |
2017-06-15 |
2.39 |
Other Instrument - Asset Backed Securities |
$137,500.00 |
$138,526.88 |
|
02XVZAPIDOS CDO IV /APIDO |
2018-10-27 |
.9881 |
Other Instrument - ABS |
$1,772,888.00 |
$1,695,146.49 |
|
030KXML CFC COMM MORTGAGE |
2048-08-14 |
5.378 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,992,500.00 |
$2,179,062.54 |
|
030MWSBI HOME EQUITY LOAN |
2036-08-25 |
0 |
Other Instrument - Asset Backed Securities |
$1,660,588.67 |
$1,605,908.80 |
|
031E6GLOBAL SC FIN II SRL |
2027-07-19 |
4.11 |
Other Instrument - ABS |
$1,608,639.84 |
$1,628,347.83 |
|
035XMTAL ADVANTAGE IV LLC |
2026-01-20 |
4.6 |
Other Instrument - Asset Backed Securities |
$636,017.20 |
$647,000.21 |
|
036SFAVENTURA MALL R 2013 |
2032-12-07 |
3.7427 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,623,172.00 |
$2,740,876.46 |
|
037B3SANTANDER DRIVE AUTO |
2018-10-15 |
1.55 |
Other Instrument - Asset Backed Securities |
$3,505,301.50 |
$3,508,318.20 |
|
01BID XG 8.875 05/15/31 |
2031-05-15 |
8.875 |
Other Instrument - Corporates |
$35,000.00 |
$51,284.32 |
|
01BNABANK OF AMERICA FUNDI |
2017-03-22 |
3.875 |
Other Instrument - Corporates |
$2,000.00 |
$2,171.85 |
|
01BNAGCB MERRILL LYNCH & C |
2018-11-15 |
6.875 |
Other Instrument - Corporates |
$2,000.00 |
$2,434.75 |
|
01CK8BRAZOS HIGHER EDUCATI |
2043-06-25 |
1.671 |
Other Instrument - Asset Backed Securities |
$1,462,444.00 |
$1,288,343.29 |
|
01E7EGLOBAL LEVERAGED CAPI |
2018-12-20 |
2.1921 |
Other Instrument - ABS |
$208,050.00 |
$203,709.85 |
|
01FVMCOVIDIEN INTL FIN S A |
2023-06-15 |
2.95 |
Other Instrument - Corporates |
$336,555.00 |
$318,633.26 |
|
01RD2SOUTHERN CALIF EDISON |
2023-10-01 |
3.5 |
Other Instrument - Corporates |
$351,757.50 |
$356,602.57 |
|
01T89PRINCIPAL FINANCIAL G |
2042-09-15 |
4.625 |
Other Instrument - Corporates |
$1,168,522.50 |
$1,152,306.01 |
|
02C2FENTERPRISE FLEET FING |
2018-09-20 |
.68 |
Other Instrument - ABS |
$500,000.00 |
$499,827.89 |
|
02DODKRAFT FOODS GROUP INC |
2042-06-04 |
5 |
Other Instrument - Corporates |
$5,000.00 |
$5,124.69 |
|
02FONDEUTSCHE TELECOM INTE |
2032-06-01 |
9.25 |
Other Instrument - Corporates |
$92,500.00 |
$142,840.97 |
|
02FOYYUM BRANDS INC COM |
2037-11-15 |
6.875 |
Other Instrument - Corporates |
$12,500.00 |
$15,023.55 |
|
02G54GOLDMAN SACHS GRP INC |
2015-08-01 |
3.7 |
Other Instrument - Corporates |
$567,000.00 |
$600,776.19 |
|
02HO3TRITON CONTAINER FINA |
2019-02-26 |
.3 |
Other Instrument - Asset Backed Securities |
$1,251,929.04 |
$1,337,755.08 |
|
02HXRTEXTAINER MARINE CONT |
2027-04-15 |
4.21 |
Other Instrument - Asset Backed Securities |
$2,033,273.96 |
$2,068,182.84 |
|
02ID7PLAINS ALL AMERICAN P |
2042-06-01 |
5.15 |
Other Instrument - Corporates |
$58,689.00 |
$60,522.06 |
|
02KJTARCH CAP GROUP U S I |
2043-11-01 |
5.144 |
Other Instrument - Corporates |
$1,334,625.00 |
$1,410,193.55 |
|
02KL1GE CAPITAL CRDIT CARD |
2022-09-15 |
2.21 |
Other Instrument - Asset Backed Securities |
$2,500,000.00 |
$2,391,105.56 |
|
02PUCGULF STREAM-COMPASS C |
2019-10-28 |
1.1381 |
Other Instrument - ABS |
$485,645.50 |
$466,518.28 |
|
02XS1BANC OF AMERICA COMME |
2046-07-10 |
5.675 |
Other Instrument - Commercial Mortgage-Backed Security |
$37,500.00 |
$41,002.78 |
|
02XS1BANC OF AMERICA LARGE |
2051-02-10 |
6.2154 |
Other Instrument - Commercial Mortgage-Backed Security |
$315,004.50 |
$361,188.78 |
|
02XT6GULF STREAM COMPASS C |
2020-01-24 |
0 |
Other Instrument - ABS |
$1,957,539.50 |
$1,675,876.97 |
|
02XU5MORGAN STANLEY LOAN T |
2034-11-25 |
2.4618 |
Other Instrument - CMOs |
$290,418.29 |
$291,054.48 |
|
02XU9NCUA GUARANTEED NOTES |
2017-11-06 |
.5385 |
Other Instrument - Collateralized Debt Obligation |
$2,061,498.58 |
$2,065,419.50 |
|
02XU9NCUA GUARANTEED NOTES |
2020-10-07 |
.6125 |
Other Instrument - Asset Backed Securities |
$490,980.63 |
$493,920.50 |
|
02ZMNANHEUSER-BUSCH COMPAN |
2037-09-01 |
6.45 |
Other Instrument - Corporates |
$500.00 |
$652.65 |
|
030H5BEAR STEARNS ASSET BC |
2034-10-25 |
1.3646 |
Other Instrument - Asset Backed Securities |
$48,500.00 |
$45,757.49 |
|
030HL CITIGROUP COMMERCIA |
2049-12-10 |
5.7071 |
Other Instrument - Commercial Mortgage-Backed Security |
$28,500.00 |
$32,001.12 |
|
030IWEXERTER AUTO REC 201 |
2017-12-15 |
2.22 |
Other Instrument - ABS |
$545,449.50 |
$552,560.35 |
|
030KKLB-UBS COMMERCIAL MTG |
2039-09-15 |
5.413 |
Other Instrument - Commercial Mortgage-Backed Security |
$175,000.00 |
$192,474.76 |
|
030N2SLM STUDENT LOAN TRUS |
2022-01-25 |
.8884 |
Other Instrument - Asset Backed Securities |
$5,826,979.50 |
$5,645,665.49 |
|
030N2SLM STUDENT LOANT RUS |
2021-10-25 |
1.2384 |
Other Instrument - Asset Backed Securities |
$750,000.00 |
$760,412.70 |
|
031RVAMERICAN AIRLS 2013 1 |
2025-07-15 |
4 |
Other Instrument - Corporates |
$225,000.00 |
$214,368.31 |
|
031XFFIRST INVS AUTO OWNER |
2019-01-15 |
2.02 |
Other Instrument - ABS |
$904,145.50 |
$891,172.62 |
|
032M6FREMF 2013-K712 MTG T |
2045-05-25 |
3.3674 |
Other Instrument - Commercial Mortgage-Backed Security |
$324,222.50 |
$297,487.84 |
|
033EDUNITED AUTO CR SECURI |
2015-09-15 |
1.87 |
Other Instrument - ABS |
$1,350,000.00 |
$1,351,105.80 |
|
033H7FREMF 2013 K27 MTG TR |
2046-01-25 |
3.4966 |
Other Instrument - Commercial Mortgage-Backed Security |
$553,562.50 |
$467,054.95 |
|
033X4WFRBS COML MTG TR 201 |
2046-06-15 |
4.0023 |
Other Instrument - Commercial Mortgage-Backed Security |
$212,377.50 |
$179,806.18 |
|
035EEDOMINION GAS HLDGS LL |
2043-11-01 |
4.8 |
Other Instrument - Corporates |
$222,248.50 |
$225,645.94 |
|
0371XCAPITAL AUTO RECEIVAB |
2019-05-20 |
3.22 |
Other Instrument - Asset Backed Securities |
$70,000.00 |
$70,173.45 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,013,998.48
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,013,998.48
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc., 0.250%, 3/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01C45GOLD FIELDS LTD NEW |
2049-01-01 |
0 |
Other Instrument - ADR |
$7,770,400.00 |
$264,970.64 |
|
01D7JMARKET VECTORS ETF TR |
2049-01-01 |
0 |
Other Instrument - ETF |
$346,050,773.33 |
$81,287,326.66 |
|
01M2QO2MICRO INTERNATIONAL |
2049-01-01 |
0 |
Other Instrument - ADR |
$1,647,253.33 |
$53,371.01 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Deutsche Bank Securities, Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,004,665.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $80,004,665.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield): Northern Pines Funding LLC, 0.200%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66560LBT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Deutsche Bank AG |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,777.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,995,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,995,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BMO Capital Markets Corp.
Item 27. The title of the issue (including coupon or yield): BMO Capital Markets Corp., 0.150%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05560H004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01DP2ROYAL BK CDA |
2017-09-19 |
1.2 |
Other Instrument - Corporates |
$25,301,365.00 |
$25,250,509.27 |
|
01DCJBANK OF MONTREAL |
2014-10-31 |
1.3 |
Other Instrument - Corporates |
$1,000,000.00 |
$1,010,836.11 |
|
01DCJBANK OF MONTREAL |
2015-09-11 |
.7126 |
Other Instrument - Corporates |
$5,250,000.00 |
$5,280,396.04 |
|
01DCJBANK OF MONTREAL |
2016-01-25 |
2.625 |
Other Instrument - Corporates |
$1,040,000.00 |
$1,081,587.00 |
|
01DE3CANADIAN IMPERIAL |
2015-07-02 |
2.6 |
Other Instrument - Corporates |
$9,005,000.00 |
$9,296,261.72 |
|
01GKJDNB NOR BOLIGKREDIT |
2017-03-29 |
2.9 |
Other Instrument - Corporates |
$5,611,919.00 |
$5,925,781.16 |
|
01TK3BR COLUMBIA BCUSD-3 |
2036-09-01 |
7.25 |
Other Instrument - Asset Backed Tranches |
$735,000.00 |
$1,056,620.07 |
|
01DCJBANK OF NOVA SCOTIA |
2015-10-29 |
1.65 |
Other Instrument - Corporates |
$5,000,000.00 |
$5,117,983.34 |
|
01DMTNATIONAL BK OF CANADA |
2016-10-19 |
2.2 |
Other Instrument - Corporates |
$2,000,000.00 |
$2,080,726.67 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $55,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $55,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Hyundai Auto Receivables Trust 2013-B
Item 27. The title of the issue (including coupon or yield): Hyundai Auto Receivables Trust 2013-B, Class A1, 0.250%, 7/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 44890LAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,995,310.79
Item 41. The total current amortized cost, to the nearest cent: $2,995,310.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,995,310.79
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,995,310.79
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3BE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,997,291.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,999,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds Bank plc, London
Item 27. The title of the issue (including coupon or yield): Lloyds Bank plc, London, 0.065%, 2/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53943SB63
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,075,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,074,981,267.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,074,979,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,074,979,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.570%, 3/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
CD |
2048-10-15 |
5.688 |
Other Instrument - Commercial Mortgage-Backed Security |
$10,196,532.26 |
$9,611,832.45 |
|
ACE |
2036-12-25 |
.278 |
Other Instrument - Asset Backed Securities |
$1,506,982.25 |
$826,567.53 |
|
CWL |
2046-01-25 |
.318 |
Other Instrument - Asset Backed Securities |
$50,671,532.80 |
$41,490,870.41 |
|
LXS |
2046-02-25 |
.418 |
Other Instrument - Asset Backed Securities |
$452,402.74 |
$339,474.34 |
|
OAK |
2019-01-15 |
5.26 |
Other Instrument - Asset Backed Securities |
$6,725,187.80 |
$5,656,694.40 |
|
CARR |
2035-05-25 |
.858 |
Other Instrument - Asset Backed Securities |
$1,379,838.71 |
$870,209.33 |
|
TMST |
2037-06-25 |
.288 |
Other Instrument - CMOs |
$370,925.17 |
$374,591.87 |
|
WAMU |
2045-01-25 |
.518 |
Other Instrument - CMOs |
$109,260.93 |
$100,113.49 |
|
CWALT |
2035-11-20 |
2.31001 |
Other Instrument - CMOs |
$89,077.58 |
$6,194.33 |
|
LBMLT |
2036-02-25 |
.458 |
Other Instrument - Asset Backed Securities |
$3,226,919.35 |
$2,012,494.65 |
|
BCM 2000-A A2 |
2030-06-15 |
7.575 |
Other Instrument - Asset Backed Securities |
$11,002,189.23 |
$6,617,415.70 |
|
BCM 2000-A A4 |
2030-06-15 |
8.29 |
Other Instrument - Asset Backed Securities |
$106,312.76 |
$69,504.24 |
|
BCM 2001-A M1 |
2030-12-15 |
7.935 |
Other Instrument - Asset Backed Securities |
$2,559,838.71 |
$2,523,654.01 |
|
CWL 2004-4 M1 |
2034-07-25 |
.878 |
Other Instrument - Asset Backed Securities |
$14,274.19 |
$12,810.27 |
|
IMM 2005-3 A2 |
2035-08-25 |
.758 |
Other Instrument - Asset Backed Securities |
$4,626,625.13 |
$2,162,462.59 |
|
OAK 2001-D A4 |
2031-09-15 |
6.93 |
Other Instrument - ABS |
$5,469,727.72 |
$5,148,931.18 |
|
BACM 2007-3 AJ |
2049-06-10 |
5.6195 |
Other Instrument - Commercial Mortgage-Backed Security |
$32,354.84 |
$32,315.23 |
|
BAFC 2005-F 1X |
2035-09-20 |
2.28022 |
Other Instrument - CMOs |
$4,550,231.64 |
$309,808.33 |
|
CSMC 2006-9 AX |
2036-11-25 |
6.5 |
Other Instrument - CMOs |
$1,389,274.70 |
$317,245.96 |
|
CSMC TR 2013-6 |
2043-08-25 |
3.29517 |
Other Instrument - CMO |
$323,349.02 |
$274,192.96 |
|
CWL 2007-5 2A4 |
2047-09-25 |
.478 |
Other Instrument - Asset Backed Securities |
$2,459,919.35 |
$773,638.19 |
|
CWL 2007-S1 A3 |
2036-11-25 |
5.81 |
Other Instrument - Asset Backed Securities |
$35,892.23 |
$33,849.44 |
|
IMM 2004-4 2M2 |
2034-09-25 |
2.408 |
Other Instrument - Asset Backed Securities |
$1,474,591.32 |
$1,069,694.75 |
|
IMM 2005-1 2A2 |
2035-04-25 |
.778 |
Other Instrument - Asset Backed Securities |
$1,225,372.78 |
$670,228.38 |
|
IMSA 2007-1 A2 |
2037-03-25 |
.318 |
Other Instrument - Asset Backed Securities |
$17,628,641.97 |
$13,566,017.84 |
|
MARS 2007-1 A2 |
2037-06-27 |
5.992157 |
Other Instrument - CMO |
$1,952,947.50 |
$999,661.29 |
|
SAIL 2004-3 A3 |
2034-04-25 |
2.206 |
Other Instrument - Asset Backed Securities |
$19,508,220.76 |
$18,557,630.60 |
|
AMSI 2004-R4 M2 |
2034-06-25 |
2.108 |
Other Instrument - Asset Backed Securities |
$614,575.55 |
$398,499.88 |
|
COMM 2006-C8 AJ |
2046-12-10 |
5.377 |
Other Instrument - Commercial Mortgage-Backed Security |
$98,967.74 |
$95,724.15 |
|
CSMC 2006-C4 AJ |
2039-09-15 |
5.538 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,063,159.58 |
$1,897,989.29 |
|
CWCI 2007-C3 AJ |
2046-05-15 |
5.77019 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,004,957.98 |
$1,917,855.59 |
|
CWHL 2005-6 2A1 |
2035-04-25 |
5.5 |
Other Instrument - CMOs |
$499,424.50 |
$476,950.58 |
|
CWL 2004-BC1 M2 |
2034-01-25 |
1.763 |
Other Instrument - Asset Backed Securities |
$2,651,731.15 |
$2,348,147.40 |
|
CWL 2006-17 2A3 |
2047-03-25 |
.398 |
Other Instrument - Asset Backed Securities |
$1,232,338.71 |
$621,959.15 |
|
GNRA 2013-155 Z |
2054-08-16 |
3.35974 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,831,724.33 |
$3,858,391.64 |
|
LBMLT 2004-1 M4 |
2034-02-25 |
1.658 |
Other Instrument - Asset Backed Securities |
$455,748.03 |
$411,786.26 |
|
MARM 2005-1 7A3 |
2035-02-25 |
2.58258 |
Other Instrument - CMOs |
$559,753.72 |
$463,687.46 |
|
MLMI 2005-A5 A8 |
2035-06-25 |
2.46949 |
Other Instrument - CMOs |
$346,391.88 |
$311,327.29 |
|
MSHEL 2006-2 M1 |
2036-02-25 |
.498 |
Other Instrument - Asset Backed Securities |
$4,760,919.35 |
$2,293,292.87 |
|
RALI 2005-QO5 X |
2046-01-25 |
0 |
Other Instrument - CMO |
$10,072,718.34 |
$513,082.69 |
|
RAMC 2005-3 AV3 |
2035-10-25 |
.538 |
Other Instrument - Asset Backed Securities |
$1,807,383.23 |
$1,601,917.72 |
|
RAMC 2006-3 AF4 |
2036-11-25 |
5.812 |
Other Instrument - Asset Backed Securities |
$680,147.71 |
$431,237.68 |
|
RAMC 2007-2 AF6 |
2037-06-25 |
5.879 |
Other Instrument - Asset Backed Securities |
$2,576,408.27 |
$1,435,433.52 |
|
TMST 2007-3 4A1 |
2047-06-25 |
.378 |
Other Instrument - CMOs |
$45,754.27 |
$44,569.32 |
|
BALTA 2006-5 1A1 |
2036-08-25 |
.328 |
Other Instrument - Asset Backed Securities |
$300,703.55 |
$160,639.43 |
|
BALTA 2006-8 1A1 |
2046-06-25 |
.318 |
Other Instrument - Asset Backed Securities |
$2,615,181.17 |
$1,662,737.71 |
|
CGCMT 2007-C6 AJ |
2049-12-10 |
5.70708 |
Other Instrument - Commercial Mortgage-Backed Security |
$19,983.87 |
$18,811.04 |
|
CSFB 2005-10 2A1 |
2020-11-25 |
5.25 |
Other Instrument - CMOs |
$1,810,768.73 |
$1,809,302.49 |
|
GNRA 2012-144 IO |
2053-01-16 |
1.16738 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,942,022.68 |
$611,889.35 |
|
GNRA 2013-072 IO |
2047-11-16 |
.52651 |
Other Instrument - Commercial Mortgage-Backed Security |
$12,849,054.19 |
$768,999.96 |
|
GNRA 2013-153 MB |
2053-08-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,544,758.06 |
$3,302,531.47 |
|
GNRA 2013-153 ML |
2053-10-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$9,361,823.10 |
$7,707,730.73 |
|
GNRA 2013-155 IB |
2053-09-16 |
.45974 |
Other Instrument - GNRM |
$43,281,476.87 |
$2,584,991.97 |
|
GSR 2005-AR2 1A1 |
2035-04-25 |
2.74865 |
Other Instrument - CMOs |
$2,144,559.35 |
$1,943,187.63 |
|
LBUBS 2006-C7 AJ |
2038-11-15 |
5.407 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,625,067.45 |
$1,321,432.78 |
|
MARM 2007-3 12A1 |
2047-05-25 |
.358 |
Other Instrument - Asset Backed Securities |
$1,064,134.92 |
$749,913.35 |
|
MLMI 2006-HE1 M1 |
2036-12-25 |
.548 |
Other Instrument - Asset Backed Securities |
$3,173,629.03 |
$2,323,071.46 |
|
MSAC 2004-HE9 M3 |
2034-11-25 |
1.178 |
Other Instrument - Asset Backed Securities |
$780,322.58 |
$681,764.65 |
|
MSAC 2005-HE3 M4 |
2035-07-25 |
.808 |
Other Instrument - Asset Backed Securities |
$3,460,925.73 |
$2,793,674.35 |
|
RALI 2004-QS2 CB |
2034-02-25 |
5.75 |
Other Instrument - CMOs |
$457,275.70 |
$460,099.47 |
|
SAMI 2005-AR1 A2 |
2035-04-19 |
.61058 |
Other Instrument - CMOs |
$691,409.26 |
$614,303.89 |
|
SVHE 2006-EQ2 A2 |
2037-01-25 |
.268 |
Other Instrument - Asset Backed Securities |
$3,217,719.55 |
$1,959,154.29 |
|
WAMU 2006-AR9 1A |
2046-08-25 |
1.14 |
Other Instrument - CMOs |
$358,350.76 |
$307,932.24 |
|
WAMU 2007-OA5 1A |
2047-06-25 |
.89 |
Other Instrument - CMOs |
$5,396,553.30 |
$4,658,483.78 |
|
WMALT 2005-4 5A7 |
2035-06-25 |
5.5 |
Other Instrument - CMOs |
$141,001.04 |
$124,779.43 |
|
BCAP 2007-AA1 1A2 |
2047-02-25 |
.318 |
Other Instrument - Asset Backed Securities |
$3,070,265.49 |
$2,575,823.28 |
|
BOAMS 2007-1 1A20 |
2037-03-25 |
5.242 |
Other Instrument - CMOs |
$3,969,831.99 |
$438,138.65 |
|
BSABS 2005-CL1 A3 |
2034-09-25 |
7.342 |
Other Instrument - Asset Backed Securities |
$466,499.24 |
$84,793.52 |
|
BSCMS 2007-T26 AJ |
2045-01-12 |
5.566 |
Other Instrument - Commercial Mortgage-Backed Security |
$10,943,548.39 |
$10,767,339.76 |
|
CHASE 2007-S2 1A2 |
2037-03-25 |
5.192 |
Other Instrument - CMOs |
$750,319.46 |
$108,746.14 |
|
CSMC 2007-C4 A1AJ |
2039-09-15 |
5.75964 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,281,782.18 |
$1,931,240.51 |
|
CWALT 2005-56 1A1 |
2035-11-25 |
.888 |
Other Instrument - CMOs |
$469,491.93 |
$387,389.60 |
|
INDX 2006-AR29 A1 |
2036-11-25 |
.328 |
Other Instrument - Asset Backed Securities |
$883,975.89 |
$607,455.63 |
|
MSAC 2006-HE6 A2C |
2036-09-25 |
.308 |
Other Instrument - Asset Backed Securities |
$132,063.02 |
$71,618.42 |
|
MSAC 2007-NC2 A2C |
2037-02-25 |
.418 |
Other Instrument - Asset Backed Securities |
$1,197,519.02 |
$665,326.54 |
|
MSAC 2007-NC3 A2C |
2037-05-25 |
.348 |
Other Instrument - Asset Backed Securities |
$221,696.03 |
$137,798.50 |
|
RALI 2005-QO4 2A1 |
2045-12-25 |
.438 |
Other Instrument - CMOs |
$34,095.69 |
$24,131.14 |
|
RALI 2006-QS12 AV |
2036-09-25 |
.46441 |
Other Instrument - CMOs |
$5,380,585.06 |
$94,074.20 |
|
RAMP 2005-RS9 AI4 |
2035-11-25 |
.478 |
Other Instrument - Asset Backed Securities |
$46,566,312.94 |
$27,149,364.94 |
|
RFMS2 2006-HSA4 A |
2036-07-25 |
.298 |
Other Instrument - Asset Backed Securities |
$17,462,131.97 |
$13,106,767.90 |
|
RFMS2 2006-HSA5 A |
2036-08-25 |
.298 |
Other Instrument - Asset Backed Securities |
$2,367,403.16 |
$1,810,848.80 |
|
RFMS2 2007-HSA1 A |
2037-02-25 |
.268 |
Other Instrument - Asset Backed Securities |
$200,186.74 |
$150,783.09 |
|
WAMU 2006-AR11 1A |
2046-09-25 |
1.1 |
Other Instrument - CMOs |
$13,092,113.17 |
$11,339,995.60 |
|
WBCMT 2006-C28 AJ |
2048-10-15 |
5.632 |
Other Instrument - Commercial Mortgage-Backed Security |
$642,338.71 |
$607,057.17 |
|
144A BLX 2007-AA A |
2040-10-20 |
.5668 |
Other Instrument - Asset Backed Securities |
$3,972,323.66 |
$2,725,411.73 |
|
CSFB 2003-AR24 6M2 |
2033-09-25 |
2.458 |
Other Instrument - Asset Backed Securities |
$1,578,729.83 |
$1,328,163.90 |
|
CWALT 2005-9CB 1A2 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$10,501,777.84 |
$1,271,298.07 |
|
INDX 2006-AR2 1A1A |
2046-04-25 |
.378 |
Other Instrument - Asset Backed Securities |
$325,793.12 |
$258,862.67 |
|
MLMI 2006-MLN1 A2B |
2037-07-25 |
.268 |
Other Instrument - Asset Backed Securities |
$5,097,980.96 |
$2,519,229.69 |
|
MLMI 2006-OPT1 A2C |
2037-08-25 |
.308 |
Other Instrument - Asset Backed Securities |
$942,096.77 |
$652,452.66 |
|
MLMI 2007-MLN1 A2D |
2037-03-25 |
.478 |
Other Instrument - Asset Backed Securities |
$8,842,387.10 |
$4,751,230.07 |
|
MSAC 2006-HE8 A2FP |
2036-10-25 |
.228 |
Other Instrument - Asset Backed Securities |
$948,365.67 |
$538,715.99 |
|
RFMS2 2005-HS1 AII |
2035-10-25 |
.368 |
Other Instrument - Asset Backed Securities |
$2,099,904.03 |
$1,190,238.47 |
|
RFMS2 2005-HS2 AII |
2035-12-25 |
.338 |
Other Instrument - ABS |
$575,183.38 |
$261,975.14 |
|
WAMU 2007-OA4 2XPP |
2047-05-25 |
.07 |
Other Instrument - CMO |
$4,756,413.15 |
$28,215.61 |
|
WFMBS 2006-AR1 2A5 |
2036-03-25 |
5.31867 |
Other Instrument - CMOs |
$1,861,809.87 |
$1,832,929.20 |
|
WMALT 2007-OA5 A1A |
2047-05-25 |
.98 |
Other Instrument - CMOs |
$1,809,341.47 |
$1,414,738.02 |
|
144A BAYV 2005-A A1 |
2040-02-28 |
1.1612 |
Other Instrument - Asset Backed Securities |
$1,467,170.80 |
$1,172,530.31 |
|
144A EMCM 2003-B M1 |
2041-11-25 |
1.658 |
Other Instrument - Asset Backed Securities |
$855,769.99 |
$553,916.14 |
|
144A MLMI 1998-C3 G |
2030-12-15 |
6 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,921,776.55 |
$1,909,254.18 |
|
144A SDART 2012-6 E |
2019-11-15 |
3.51 |
Other Instrument - ABS |
$71,370.97 |
$71,956.46 |
|
CWALT 2005-10CB 1A1 |
2035-05-25 |
.658 |
Other Instrument - CMOs |
$17,080,924.81 |
$13,424,656.42 |
|
CWALT 2005-10CB 1A3 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$1,273,212.14 |
$193,792.44 |
|
LXS 2007-10H I-A1-1 |
2037-07-25 |
.278 |
Other Instrument - Asset Backed Securities |
$3,198,996.30 |
$2,326,331.33 |
|
144A SDART 2012-AA E |
2019-12-16 |
3.4 |
Other Instrument - Asset Backed Securities |
$38,064.52 |
$38,164.01 |
|
CWALT, INC., 2005-43 |
2039-04-16 |
4.842 |
Other Instrument - CMOs |
$3,683,426.98 |
$477,694.43 |
|
144A CCMFC 2006-3A A2 |
2047-08-25 |
.338 |
Other Instrument - CMOs |
$994,562.40 |
$617,250.36 |
|
144A CSMC 2013-TH1 B4 |
2043-02-25 |
3.69902 |
Other Instrument - Asset Backed Securities |
$2,638,140.24 |
$1,871,478.67 |
|
144A DMSI 2006-PR1 AX |
2036-04-15 |
.48156 |
Other Instrument - CMO |
$63,855,432.72 |
$856,703.26 |
|
144A DMSI 2007-RS4 AX |
2047-10-28 |
0 |
Other Instrument - CMO |
$3,519,817.65 |
$434,746.02 |
|
144A QUEST 2005-X2 A2 |
2035-12-25 |
.443 |
Other Instrument - Asset Backed Securities |
$544,841.77 |
$299,138.79 |
|
144A QUEST 2006-X2 A2 |
2036-08-25 |
.448 |
Other Instrument - Asset Backed Securities |
$8,564,516.13 |
$5,260,898.03 |
|
144A RAAC 2005-RP3 M2 |
2039-05-25 |
1.808 |
Other Instrument - Asset Backed Securities |
$556,693.55 |
$423,927.41 |
|
144A SLFMT 2013-1A B1 |
2058-06-25 |
5.58 |
Other Instrument - Asset Backed Securities |
$299,758.06 |
$299,657.65 |
|
144A TMTS 2006-4SL A1 |
2037-05-25 |
4.5 |
Other Instrument - Asset Backed Securities |
$3,928,220.93 |
$1,870,565.02 |
|
144A WFRBS 2013-C11 E |
2045-03-15 |
4.1849 |
Other Instrument - Commercial Mortgage-Backed Security |
$466,290.32 |
$369,570.22 |
|
144A WMCMS 2006-SL1 C |
2043-11-23 |
4.45684 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,275,161.29 |
$802,107.09 |
|
ABS BOMBARDIER CAP 00A |
2030-06-15 |
7.83 |
Other Instrument - Asset Backed Securities |
$3,815,446.77 |
$2,366,275.29 |
|
GRAND AVENUE CDO I LTD |
2046-04-05 |
0 |
Other Instrument - ABS |
$377,636.38 |
$90,632.69 |
|
144A DMSI 2006-PR1 5AS4 |
2036-04-15 |
6.61329 |
Other Instrument - CMO |
$3,857,286.18 |
$811,146.30 |
|
CD 2006-CD3 MORTGAGE TRUST |
2048-10-17 |
.49738 |
Other Instrument - Commercial Mortgage-Backed Security |
$66,158,384.71 |
$1,026,082.49 |
|
MORGAN STANLEY CAPITAL I INC. |
2033-03-25 |
3.128 |
Other Instrument - Asset Backed Securities |
$257,669.83 |
$216,359.30 |
|
MANHATTAN ASSET FDG CO LLC 4(2 |
2014-03-18 |
0 |
Other Instrument - CP |
$1,160,967.74 |
$1,160,729.49 |
|
SHELLPOINT ASSET FDG TR CMO SE |
2043-07-25 |
0 |
Other Instrument - CMO |
$112,414,841.32 |
$1,075,585.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $295,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $295,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $294,973,142.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $294,973,142.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 6/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3F32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,949,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,967,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,967,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, 0.230%, 6/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417HBM7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,002,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,002,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Matchpoint Master Trust
Item 27. The title of the issue (including coupon or yield): Matchpoint Master Trust, 0.230%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5766P1BJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
BNP Paribas SA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,989,138.88
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.230%, 3/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532U2M5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,000,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, 0.270%, 5/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83368NWA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,985,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,985,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal, 0.417%, 7/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366XTU6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,090,551.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,117,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,117,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Michigan Finance Authority
Item 27. The title of the issue (including coupon or yield): Michigan Finance Authority, Series 2010-A, 0.130%, 9/1/2050
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59447PCG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barton Capital LLC
Item 27. The title of the issue (including coupon or yield): Barton Capital LLC, 0.223%, 9/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06945JCE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Societe Generale, Paris |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Societe Generale, Paris |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,990,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $79,990,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Hamilton Station Park and Ride
Item 27. The title of the issue (including coupon or yield): Hamilton Station Park and Ride, Series 2005, 0.160%, 12/1/2030
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40786DAA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,190,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,190,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,190,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,190,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Helmholdt Capital, LLC
Item 27. The title of the issue (including coupon or yield): Helmholdt Capital, LLC, Series 2007-A, 0.210%, 4/1/2047
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 423468AA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,290,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,290,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,290,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,290,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Capital Markets Access Co. LC
Item 27. The title of the issue (including coupon or yield): Capital Markets Access Co. LC, 0.160%, 6/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 14030PAV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,410,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,410,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,410,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,410,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.230%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,990,416.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,995,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,995,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.320%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3B36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,998,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: The Anderson's, Inc.
Item 27. The title of the issue (including coupon or yield): The Anderson's, Inc., Series 2008, 0.150%, 7/1/2023
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 034164AW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
General Electric Capital Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
General Electric Capital Corp. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,865,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,865,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,865,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,865,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Brandywine Housing, Ltd.
Item 27. The title of the issue (including coupon or yield): Hillsborough County, FL HFA (Brandywine Housing, Ltd.) , (Series 2006: Brandywine Apartments), 0.080%, 7/15/2039
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 43232ECN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Citibank NA, New York |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Citibank NA, New York |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,625,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,625,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,625,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,625,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: L.H. Kroh, Inc.
Item 27. The title of the issue (including coupon or yield): L.H. Kroh, Inc., (Series 1998), 0.210%, 4/15/2018
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 501951AA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $900,000.00
Item 41. The total current amortized cost, to the nearest cent: $900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $900,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: PNC Bank, N.A.
Item 27. The title of the issue (including coupon or yield): PNC Bank, N.A., 0.270%, 4/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69354BAL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,012,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $80,012,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.160%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562UNZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $249,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $249,997,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.210%, 3/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737JCK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,946,333.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,960,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,960,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale North America, Inc.
Item 27. The title of the issue (including coupon or yield): Societe Generale North America, Inc., 0.245%, 5/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365SE25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Societe Generale, Paris |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $202,550,000.00
Item 41. The total current amortized cost, to the nearest cent: $202,425,312.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $202,447,084.35
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $202,447,084.35
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.220%, 2/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532UV35
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,009,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,009,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., 0.238%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89236TAA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp. |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,003,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $60,003,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., 0.242%, 7/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89236TAP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp. |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $275,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $274,956,275.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $274,956,275.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UCE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $79,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,472,837.49
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,492,845.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $79,492,845.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield): Northern Pines Funding LLC, 0.210%, 2/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66560LBS4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Deutsche Bank AG |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,985,416.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,991,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,991,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 7/30/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UGW0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $79,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $78,882,158.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $78,917,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $78,917,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.220%, 3/11/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532U2G8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, 0.168%, 3/25/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417F4T4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,998,992.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,000,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,000,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 NOTE Z 18 |
2018-05-31 |
1 |
Treasury Debt |
$36,764,705.88 |
$36,347,547.68 |
|
USTR 2 NOTE B 22 |
2022-02-15 |
2 |
Treasury Debt |
$463,235.29 |
$453,157.51 |
|
USTR 2 NOTE F 21 |
2021-11-15 |
2 |
Treasury Debt |
$2,519,852.94 |
$2,464,819.71 |
|
USTR 2 NOTE Q 20 |
2020-09-30 |
2 |
Treasury Debt |
$205,882.35 |
$206,115.67 |
|
USTR 2 NOTE S 20 |
2020-11-30 |
2 |
Treasury Debt |
$130,147.06 |
$129,441.22 |
|
USTR 2 NOTE T 16 |
2016-01-31 |
2 |
Treasury Debt |
$156,654,044.12 |
$161,793,863.31 |
|
USTR 3 NOTE P 16 |
2016-09-30 |
3 |
Treasury Debt |
$18,780,294.12 |
$20,162,061.07 |
|
USTR 4 NOTE B 14 |
2014-02-15 |
4 |
Treasury Debt |
$224,264.71 |
$228,725.24 |
|
USTR 4 NOTE E 18 |
2018-08-15 |
4 |
Treasury Debt |
$301,250.00 |
$341,898.43 |
|
USTR 1 NOTE AD 16 |
2016-10-31 |
1 |
Treasury Debt |
$882,352.94 |
$893,143.62 |
|
USTR BILL 01/08/15 |
2015-01-08 |
0 |
Treasury Debt |
$6,719,117.65 |
$6,713,204.82 |
|
USTR BILL 02/06/14 |
2014-02-06 |
0 |
Treasury Debt |
$936,764.71 |
$936,762.83 |
|
USTR BILL 02/13/14 |
2014-02-13 |
0 |
Treasury Debt |
$2,216,544.12 |
$2,216,544.12 |
|
USTR BILL 02/27/14 |
2014-02-27 |
0 |
Treasury Debt |
$727,941.18 |
$727,918.61 |
|
USTR BILL 03/06/14 |
2014-03-06 |
0 |
Treasury Debt |
$808,823.53 |
$808,791.18 |
|
USTR BILL 03/13/14 |
2014-03-13 |
0 |
Treasury Debt |
$2,272,794.12 |
$2,272,680.48 |
|
USTR BILL 03/27/14 |
2014-03-27 |
0 |
Treasury Debt |
$968,382.35 |
$968,306.82 |
|
USTR BILL 04/24/14 |
2014-04-24 |
0 |
Treasury Debt |
$5,624,264.71 |
$5,623,741.65 |
|
USTR BILL 05/15/14 |
2014-05-15 |
0 |
Treasury Debt |
$2,720.59 |
$2,720.27 |
|
USTR BILL 05/29/14 |
2014-05-29 |
0 |
Treasury Debt |
$7,405,147.06 |
$7,404,169.58 |
|
USTR BILL 06/05/14 |
2014-06-05 |
0 |
Treasury Debt |
$8,823.53 |
$8,822.29 |
|
USTR BILL 07/10/14 |
2014-07-10 |
0 |
Treasury Debt |
$1,691,911.76 |
$1,691,532.78 |
|
USTR BILL 07/17/14 |
2014-07-17 |
0 |
Treasury Debt |
$3,500,735.29 |
$3,499,755.09 |
|
USTR BILL 07/31/14 |
2014-07-31 |
0 |
Treasury Debt |
$25,808,823.53 |
$25,801,003.46 |
|
USTR BILL 09/18/14 |
2014-09-18 |
0 |
Treasury Debt |
$114,705.88 |
$114,660.00 |
|
USTR BILL 10/16/14 |
2014-10-16 |
0 |
Treasury Debt |
$841,176.47 |
$840,797.94 |
|
USTR BILL 11/13/14 |
2014-11-13 |
0 |
Treasury Debt |
$66,911.76 |
$66,869.07 |
|
USTR BILL 12/11/14 |
2014-12-11 |
0 |
Treasury Debt |
$2,669,117.65 |
$2,667,017.05 |
|
USTR 0 1/4 NOTE V 15 |
2015-01-15 |
.25 |
Treasury Debt |
$20,862,500.00 |
$20,884,374.27 |
|
USTR 0 1/4 NOTE Z 15 |
2015-05-15 |
.25 |
Treasury Debt |
$180,882.35 |
$181,126.86 |
|
USTR 0 3/4 NOTE V 18 |
2018-02-28 |
.75 |
Treasury Debt |
$36,972,794.12 |
$36,408,215.46 |
|
USTR 0 3/4 NOTE W 18 |
2018-03-31 |
.75 |
Treasury Debt |
$24,895,220.59 |
$24,458,417.53 |
|
USTR 0 3/8 NOTE Y 15 |
2015-04-15 |
.375 |
Treasury Debt |
$413,897.06 |
$415,309.54 |
|
USTR 0 5/8 NOTE Y 18 |
2018-04-30 |
.625 |
Treasury Debt |
$588,235.29 |
$573,452.00 |
|
USTR 0 7/8 NOTE U 18 |
2018-01-31 |
.875 |
Treasury Debt |
$13,073,529.41 |
$12,916,241.78 |
|
USTR 0 7/8 NOTE V 17 |
2017-02-28 |
.875 |
Treasury Debt |
$9,202,500.00 |
$9,262,391.75 |
|
USTR 1 1/2 NOTE J 19 |
2019-03-31 |
1.5 |
Treasury Debt |
$18,386,029.41 |
$18,381,555.75 |
|
USTR 1 1/2 NOTE P 18 |
2018-08-31 |
1.5 |
Treasury Debt |
$45,875,147.06 |
$46,359,532.60 |
|
USTR 1 1/2 NOTE Z 16 |
2016-06-30 |
1.5 |
Treasury Debt |
$426,470.59 |
$437,147.08 |
|
USTR 1 1/4 NOTE G 19 |
2019-01-31 |
1.25 |
Treasury Debt |
$7,352,941.18 |
$7,250,691.18 |
|
USTR 1 1/4 NOTE K 19 |
2019-04-30 |
1.25 |
Treasury Debt |
$34,558.82 |
$33,988.15 |
|
USTR 1 1/4 NOTE R 15 |
2015-09-30 |
1.25 |
Treasury Debt |
$13,291,323.53 |
$13,563,448.77 |
|
USTR 1 1/4 NOTE R 19 |
2019-10-31 |
1.25 |
Treasury Debt |
$8,088,235.29 |
$7,871,282.90 |
|
USTR 1 1/4 NOTE Y 14 |
2014-04-15 |
1.25 |
Treasury Debt |
$8,382,867.65 |
$8,433,607.40 |
|
USTR 1 1/8 NOTE J 20 |
2020-03-31 |
1.125 |
Treasury Debt |
$4,035,294.12 |
$3,857,698.85 |
|
USTR 1 1/8 TRIN A 21 |
2021-01-15 |
1.125 |
Treasury Debt |
$1,996,691.18 |
$2,279,477.68 |
|
USTR 1 3/4 NOTE C 22 |
2022-05-15 |
1.75 |
Treasury Debt |
$264,705.88 |
$251,214.46 |
|
USTR 1 3/4 NOTE C 23 |
2023-05-15 |
1.75 |
Treasury Debt |
$10,403,676.47 |
$9,668,629.43 |
|
USTR 1 3/4 NOTE P 15 |
2015-07-31 |
1.75 |
Treasury Debt |
$55,147,058.82 |
$56,396,470.59 |
|
USTR 1 3/4 NOTE R 20 |
2020-10-31 |
1.75 |
Treasury Debt |
$2,941,176.47 |
$2,886,242.69 |
|
USTR 1 3/8 NOTE Q 18 |
2018-09-30 |
1.375 |
Treasury Debt |
$229,843,529.41 |
$230,265,129.38 |
|
USTR 1 3/8 NOTE T 15 |
2015-11-30 |
1.375 |
Treasury Debt |
$285,294.12 |
$291,522.67 |
|
USTR 1 5/8 NOTE E 22 |
2022-08-15 |
1.625 |
Treasury Debt |
$2,941,176.47 |
$2,757,701.87 |
|
USTR 1 5/8 NOTE F 22 |
2022-11-15 |
1.625 |
Treasury Debt |
$51,470,588.24 |
$47,788,201.78 |
|
USTR 1 7/8 NOTE R 17 |
2017-10-31 |
1.875 |
Treasury Debt |
$125,641,617.65 |
$129,989,470.12 |
|
USTR 2 1/2 NOTE E 23 |
2023-08-15 |
2.5 |
Treasury Debt |
$31,884,852.94 |
$31,797,551.52 |
|
USTR 2 1/2 NOTE J 15 |
2015-03-31 |
2.5 |
Treasury Debt |
$4,444,117.65 |
$4,601,429.65 |
|
USTR 2 1/2 NOTE L 15 |
2015-04-30 |
2.5 |
Treasury Debt |
$58,823.53 |
$60,895.51 |
|
USTR 2 1/2 NOTE M 17 |
2017-06-30 |
2.5 |
Treasury Debt |
$14,914,705.88 |
$15,731,985.29 |
|
USTR 2 1/4 NOTE M 14 |
2014-05-31 |
2.25 |
Treasury Debt |
$4,700,735.29 |
$4,751,801.35 |
|
USTR 2 1/4 NOTE S 17 |
2017-11-30 |
2.25 |
Treasury Debt |
$55,147,058.82 |
$57,728,019.35 |
|
USTR 2 1/8 NOTE E 21 |
2021-08-15 |
2.125 |
Treasury Debt |
$2,234,338.24 |
$2,228,562.10 |
|
USTR 2 1/8 NOTE M 15 |
2015-05-31 |
2.125 |
Treasury Debt |
$11,372,132.35 |
$11,703,396.94 |
|
USTR 2 1/8 NOTE T 14 |
2014-11-30 |
2.125 |
Treasury Debt |
$1,145,955.88 |
$1,168,862.97 |
|
USTR 2 1/8 NOTE U 15 |
2015-12-31 |
2.125 |
Treasury Debt |
$36,764,705.88 |
$38,083,924.68 |
|
USTR 2 3/8 NOTE H 15 |
2015-02-28 |
2.375 |
Treasury Debt |
$31,605,955.88 |
$32,668,800.44 |
|
USTR 2 3/8 NOTE S 14 |
2014-10-31 |
2.375 |
Treasury Debt |
$735,294.12 |
$751,996.99 |
|
USTR 2 3/8 NOTE T 20 |
2020-12-31 |
2.375 |
Treasury Debt |
$41,152,205.88 |
$41,827,465.84 |
|
USTR 2 5/8 NOTE G 16 |
2016-02-29 |
2.625 |
Treasury Debt |
$7,352,941.18 |
$7,776,872.15 |
|
USTR 2 5/8 NOTE G 18 |
2018-01-31 |
2.625 |
Treasury Debt |
$11,764,705.88 |
$12,437,505.88 |
|
USTR 2 5/8 NOTE N 14 |
2014-06-30 |
2.625 |
Treasury Debt |
$7,352,941.18 |
$7,446,448.00 |
|
USTR 2 5/8 NOTE U 14 |
2014-12-31 |
2.625 |
Treasury Debt |
$55,147,058.82 |
$56,520,437.21 |
|
USTR 3 1/8 NOTE C 21 |
2021-05-15 |
3.125 |
Treasury Debt |
$11,029,411.76 |
$11,771,383.45 |
|
USTR 3 1/8 NOTE Q 16 |
2016-10-31 |
3.125 |
Treasury Debt |
$26,691.18 |
$28,708.98 |
|
USTR 3 3/4 NOTE F 18 |
2018-11-15 |
3.75 |
Treasury Debt |
$322,058.82 |
$358,746.00 |
|
USTR 3 3/8 NOTE F 19 |
2019-11-15 |
3.375 |
Treasury Debt |
$132,352.94 |
$144,966.69 |
|
USTR 3 5/8 NOTE B 21 |
2021-02-15 |
3.625 |
Treasury Debt |
$184,958,823.53 |
$205,955,796.49 |
|
USTR 4 1/2 NOTE B 16 |
2016-02-15 |
4.5 |
Treasury Debt |
$18,382,352.94 |
$20,310,381.63 |
|
USTR 4 1/2 NOTE C 17 |
2017-05-15 |
4.5 |
Treasury Debt |
$18,676.47 |
$21,051.22 |
|
USTR 4 1/2 NOTE F 15 |
2015-11-15 |
4.5 |
Treasury Debt |
$36,764,705.88 |
$39,878,375.85 |
|
USTR 4 1/4 NOTE E 15 |
2015-08-15 |
4.25 |
Treasury Debt |
$25,735,294.12 |
$27,825,943.54 |
|
USTR 4 1/4 NOTE F 14 |
2014-11-15 |
4.25 |
Treasury Debt |
$1,176.47 |
$1,224.97 |
|
USTR 4 1/4 NOTE F 17 |
2017-11-15 |
4.25 |
Treasury Debt |
$22,295,588.24 |
$25,116,873.21 |
|
USTR 4 7/8 NOTE E 16 |
2016-08-15 |
4.875 |
Treasury Debt |
$234,558.82 |
$265,391.09 |
|
USTR 0 1/4 NOTE AC 15 |
2015-08-15 |
.25 |
Treasury Debt |
$2,205,882.35 |
$2,208,759.04 |
|
USTR 0 1/4 NOTE AD 14 |
2014-09-15 |
.25 |
Treasury Debt |
$3,676,470.59 |
$3,682,845.73 |
|
USTR 0 1/4 NOTE AD 15 |
2015-09-15 |
.25 |
Treasury Debt |
$735,294.12 |
$735,965.47 |
|
USTR 0 1/4 NOTE AG 14 |
2014-12-15 |
.25 |
Treasury Debt |
$39,551,470.59 |
$39,601,337.17 |
|
USTR 0 1/4 NOTE AG 15 |
2015-12-15 |
.25 |
Treasury Debt |
$6,849,264.71 |
$6,842,914.08 |
|
USTR 0 1/4 NOTE AH 15 |
2015-01-31 |
.25 |
Treasury Debt |
$3,811,029.41 |
$3,814,604.15 |
|
USTR 0 1/4 NOTE AJ 14 |
2014-02-28 |
.25 |
Treasury Debt |
$37,517,132.35 |
$37,556,774.07 |
|
USTR 0 1/4 NOTE AJ 15 |
2015-02-28 |
.25 |
Treasury Debt |
$60,971,691.18 |
$61,083,734.57 |
|
USTR 0 1/4 NOTE AK 15 |
2015-03-31 |
.25 |
Treasury Debt |
$30,223,529.41 |
$30,275,053.89 |
|
USTR 0 1/4 NOTE AL 14 |
2014-04-30 |
.25 |
Treasury Debt |
$1,205,220.59 |
$1,206,504.58 |
|
USTR 0 1/4 NOTE AQ 14 |
2014-08-31 |
.25 |
Treasury Debt |
$36,764,705.88 |
$36,832,229.04 |
|
USTR 0 1/4 NOTE AR 14 |
2014-09-30 |
.25 |
Treasury Debt |
$3,676.47 |
$3,682.45 |
|
USTR 0 1/4 NOTE AS 14 |
2014-10-31 |
.25 |
Treasury Debt |
$14,976,397.06 |
$14,999,960.31 |
|
USTR 0 1/4 NOTE AS 15 |
2015-10-31 |
.25 |
Treasury Debt |
$15,441,176.47 |
$15,442,494.51 |
|
USTR 0 1/4 NOTE AT 14 |
2014-11-30 |
.25 |
Treasury Debt |
$20,588,235.29 |
$20,615,531.68 |
|
USTR 0 1/4 NOTE AT 15 |
2015-11-30 |
.25 |
Treasury Debt |
$7,352.94 |
$7,349.18 |
|
USTR 0 3/4 NOTE AA 14 |
2014-06-15 |
.75 |
Treasury Debt |
$5,588,235.29 |
$5,607,170.51 |
|
USTR 0 3/4 NOTE AG 17 |
2017-12-31 |
.75 |
Treasury Debt |
$643,382.35 |
$633,944.10 |
|
USTR 0 3/4 NOTE AH 17 |
2017-01-15 |
.75 |
Treasury Debt |
$21,587,279.41 |
$21,624,787.13 |
|
USTR 0 3/8 NOTE AF 14 |
2014-11-15 |
.375 |
Treasury Debt |
$3,676,470.59 |
$3,686,296.51 |
|
USTR 0 3/8 NOTE AG 16 |
2016-01-15 |
.375 |
Treasury Debt |
$90,441.18 |
$90,509.53 |
|
USTR 0 3/8 NOTE AH 16 |
2016-02-15 |
.375 |
Treasury Debt |
$586,764.71 |
$587,775.20 |
|
USTR 0 5/8 NOTE AB 14 |
2014-07-15 |
.625 |
Treasury Debt |
$7,352,941.18 |
$7,372,766.49 |
|
USTR 0 5/8 NOTE AD 17 |
2017-09-30 |
.625 |
Treasury Debt |
$11,029,411.76 |
$10,887,264.16 |
|
USTR 0 5/8 NOTE AF 17 |
2017-11-30 |
.625 |
Treasury Debt |
$251,225,735.29 |
$246,860,577.71 |
|
USTR 0 5/8 NOTE AT 16 |
2016-12-15 |
.625 |
Treasury Debt |
$4,436,029.41 |
$4,434,419.15 |
|
USTR 0 7/8 NOTE AE 16 |
2016-11-30 |
.875 |
Treasury Debt |
$567,647.06 |
$571,819.49 |
|
USTR 0 7/8 NOTE AF 16 |
2016-12-31 |
.875 |
Treasury Debt |
$36,764,705.88 |
$36,970,342.26 |
|
USTR 1 1/4 NOTE AE 18 |
2018-10-31 |
1.25 |
Treasury Debt |
$3,094,117.65 |
$3,073,717.50 |
|
USTR 1 1/4 NOTE AF 18 |
2018-11-30 |
1.25 |
Treasury Debt |
$47,755,220.59 |
$47,319,650.99 |
|
USTR 1 3/8 NOTE AA 18 |
2018-06-30 |
1.375 |
Treasury Debt |
$735,294.12 |
$737,193.74 |
|
USTR 1 3/8 NOTE AB 18 |
2018-07-31 |
1.375 |
Treasury Debt |
$5,658,088.24 |
$5,659,842.24 |
|
USTR TRFR AV 01/31/16 |
2016-01-31 |
0 |
Treasury Debt |
$36,764,705.88 |
$36,764,705.88 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Metropolitan Life Global Funding I
Item 27. The title of the issue (including coupon or yield): Metropolitan Life Global Funding I, 2.000%, 1/9/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59217GAM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-01-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-01-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,230,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,295,217.43
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,295,395.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,295,395.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 9/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3J53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,910,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,917,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,917,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fairway Finance Co. LLC
Item 27. The title of the issue (including coupon or yield): Fairway Finance Co. LLC, 0.230%, 6/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30601WF95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Bank of Montreal |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,610,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,580,878.93
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,583,648.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,583,648.60
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TMF Biofuels LLC
Item 27. The title of the issue (including coupon or yield): TMF Biofuels LLC, Series 2012, 0.160%, 12/1/2032
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87262JAA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Rabobank Nederland NV, Utrecht |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Rabobank Nederland NV, Utrecht |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,250,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,250,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,250,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,250,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 5.650%, 6/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962GX41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,192,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,380,552.70
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,382,060.42
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,382,060.42
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG, 0.240%, 4/30/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25152XQP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $675,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $675,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $675,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $675,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Griffin-Spalding County, GA Development Authority
Item 27. The title of the issue (including coupon or yield): Griffin-Spalding County, GA Development Authority, Norcom, Inc. Project 2013A, 0.150%, 7/1/2023
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 398248BZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Hyundai Auto Lease Securitization Trust 2013-B
Item 27. The title of the issue (including coupon or yield): Hyundai Auto Lease Securitization Trust 2013-B, Class A1, 0.250%, 8/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 44890PAA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,584,342.33
Item 41. The total current amortized cost, to the nearest cent: $14,584,342.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,584,342.33
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,584,342.33
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.240%, 2/25/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UBR6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield): Northern Pines Funding LLC, 0.210%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66560LBT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Deutsche Bank AG |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,416.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,995,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,995,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.300%, 2/10/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NKY1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $105,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $105,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $105,003,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $105,003,150.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Bank, N.A.
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank, N.A., 0.244%, 9/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9497P6P77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,010,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,010,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.220%, 5/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959JE90
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,911,083.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,959,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,959,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York State HFA
Item 27. The title of the issue (including coupon or yield): New York State HFA, Revenue Bonds (Series 2011B), 0.100%, 5/1/2044
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64986UGU5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,485,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,485,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,485,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,485,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.200%, 3/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1C53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,911,111.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,940,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,940,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 4/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UDU3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,974,916.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,978,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,978,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.230%, 6/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963UF92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,979,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,984,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,984,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Church at Brook Hills
Item 27. The title of the issue (including coupon or yield): Church at Brook Hills, 0.210%, 6/1/2022
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17135XAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,225,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,225,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,225,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,225,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 3/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3CH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,981,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,990,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,990,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Centra Health, Inc.
Item 27. The title of the issue (including coupon or yield): Lynchburg, VA IDA (Centra Health, Inc.) , (Series 2004 C), 0.050%, 1/1/2035
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 551245GR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Branch Banking & Trust Co. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,900,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Johnson City, TN Health & Education Facilities Board
Item 27. The title of the issue (including coupon or yield): Johnson City, TN Health & Education Facilities Board, Mountain State Health Alliance 2007B-1, 0.140%, 7/1/2033
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 478271JK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,775,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,775,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,775,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,775,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KDF Pioneer LP
Item 27. The title of the issue (including coupon or yield): KDF Pioneer LP, Series 2013-A, 0.160%, 4/1/2053
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48244RAA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mohr Green Associates L.P.
Item 27. The title of the issue (including coupon or yield): Mohr Green Associates L.P., 2012-A, 0.150%, 6/1/2052
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 608362AA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of San Francisco |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,200,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,200,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 2/26/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3BS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,989,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,996,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mississippi Business Finance Corp.
Item 27. The title of the issue (including coupon or yield): Mississippi Business Finance Corp., Kohler Project, 0.290%, 6/1/2022
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 605279AT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Campus Crusade for Christ, Inc.
Item 27. The title of the issue (including coupon or yield): Campus Crusade for Christ, Inc., Series 1997, 0.160%, 11/1/2019
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13466KAA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,585,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,585,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,585,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,585,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Novant Health, Inc.
Item 27. The title of the issue (including coupon or yield): Novant Health, Inc., Series 1997, 0.160%, 6/1/2022
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66988AAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,800,000.00
Item 41. The total current amortized cost, to the nearest cent: $65,800,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,800,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,800,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.220%, 5/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959JEC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,877,777.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,942,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,942,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 4.750%, 9/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962GK86
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $131,081,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,625,815.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,681,270.75
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,681,270.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Bank, N.A.
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank, N.A., 0.335%, 2/20/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 94985HL77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $469,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $469,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $469,019,229.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $469,019,229.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale North America, Inc.
Item 27. The title of the issue (including coupon or yield): Societe Generale North America, Inc., 0.250%, 5/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365SE25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Societe Generale, Paris |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $197,450,000.00
Item 41. The total current amortized cost, to the nearest cent: $197,327,218.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $197,349,675.66
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $197,349,675.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.333%, 2/4/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NJE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,008,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,008,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.220%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85324UBJ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $299,968,833.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $299,988,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $299,988,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield): Credit Suisse, Zurich, 0.200%, 3/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22549TPK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,006,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,006,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal, 0.263%, 3/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366XN73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $560,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $560,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $560,100,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $560,100,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield): Atlantic Asset Securitization LLC, 0.210%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04821UBJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Liquidity Agreement |
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,995,041.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.210%, 4/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W1DH6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $306,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $306,465,862.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .7%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $306,480,426.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $306,480,426.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce, 0.298%, 7/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YHL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,153,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,153,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, 0.370%, 3/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92999Z003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
033EAWAMU |
2037-03-25 |
4.5296 |
Other Instrument - CMOs |
$2,057,857.34 |
$1,886,922.59 |
|
02H5GHBOS PLC |
2033-11-01 |
6 |
Other Instrument - Corporates |
$569,625.00 |
$579,086.47 |
|
01GAP144A/3 C7 |
2021-07-31 |
1.1874 |
Other Instrument - ABS |
$208,182.01 |
$198,015.03 |
|
01BMCMATTEL INC |
2023-03-15 |
3.15 |
Other Instrument - Corporates |
$33,687.50 |
$32,476.77 |
|
030NRWBCMT 2007 |
2047-04-17 |
5.134 |
Other Instrument - CMO |
$347,374.11 |
$796.10 |
|
01BLLLENNAR CORP |
2016-04-15 |
6.5 |
Other Instrument - Corporates |
$9,187.50 |
$10,044.74 |
|
01BNANATIONSBANK |
2016-09-15 |
7.8 |
Other Instrument - Corporates |
$5,512.50 |
$6,516.86 |
|
01BO2WELLS FARGO |
2016-03-07 |
0 |
Other Instrument - MTN |
$18,375.00 |
$25,486.31 |
|
01DNKENCANA CORP |
2037-08-15 |
6.625 |
Other Instrument - Corporates |
$2,349,273.15 |
$2,778,411.61 |
|
01BE7VERIZON COMM |
2038-04-15 |
6.9 |
Other Instrument - Corporates |
$61,250.00 |
$75,687.65 |
|
01ZO5UNILEVER CAP |
2032-11-15 |
5.9 |
Other Instrument - Corporates |
$12,250.00 |
$15,722.21 |
|
02BQ4WPP FIN 2010 |
2021-11-21 |
4.75 |
Other Instrument - Corporates |
$6,737.50 |
$7,230.19 |
|
02G5KWACHOVIA BNK |
2014-11-03 |
.622 |
Other Instrument - Corporates |
$415,887.50 |
$417,231.00 |
|
02G5KWACHOVIA BNK |
2015-02-01 |
4.875 |
Other Instrument - Corporates |
$12,741,837.50 |
$13,591,654.34 |
|
01BHNWACHOVIA CORP |
2015-10-28 |
.5759 |
Other Instrument - Corporates |
$9,193,012.50 |
$9,192,424.11 |
|
01BHNWACHOVIA CORP |
2016-10-15 |
.6089 |
Other Instrument - Corporates |
$136,587.50 |
$136,169.63 |
|
01D7TZIONS BANCORP |
2015-09-15 |
6 |
Other Instrument - Corporates |
$612.50 |
$663.06 |
|
01PUJDELMONTE CORP |
2019-02-15 |
7.625 |
Other Instrument - Corporates |
$1,225,000.00 |
$1,315,845.66 |
|
01ZXEHSBC BANK USA |
2017-03-02 |
0 |
Other Instrument - CD |
$79,625.00 |
$79,625.00 |
|
01ZXEHSBC BANK USA |
2017-10-04 |
0 |
Other Instrument - CD |
$116,987.50 |
$116,987.50 |
|
01ZXEHSBC BANK USA |
2017-12-06 |
0 |
Other Instrument - CD |
$12,250.00 |
$12,250.00 |
|
01ZXEHSBC BANK USA |
2018-02-05 |
0 |
Other Instrument - CD |
$1,770.13 |
$1,770.13 |
|
02G0YUNION BANK NA |
2016-12-02 |
0 |
Other Instrument - CD |
$61,250.00 |
$58,757.13 |
|
02G54GOLDMAN SACHS |
2014-11-15 |
3.45 |
Other Instrument - Corporates |
$612.50 |
$624.35 |
|
02G5KWACHOVIA BANK |
2015-08-15 |
5 |
Other Instrument - Corporates |
$251,125.00 |
$273,054.63 |
|
02G65SEMPRA ENERGY |
2019-02-15 |
9.8 |
Other Instrument - Corporates |
$612.50 |
$842.03 |
|
01BI7GANNETT CO INC |
2018-09-01 |
7.125 |
Other Instrument - Corporates |
$70,437.50 |
$76,666.81 |
|
01BO2WELLS FARGO CO |
2014-05-07 |
0 |
Other Instrument - MTN |
$14,700.00 |
$19,601.57 |
|
01BO2WELLS FARGO CO |
2016-01-05 |
0 |
Other Instrument - MTN |
$9,187.50 |
$9,215.52 |
|
01BO2WELLS FARGO CO |
2016-05-06 |
0 |
Other Instrument - Corporates |
$18,375.00 |
$25,355.66 |
|
01BO2WELLS FARGO CO |
2016-07-20 |
1.25 |
Other Instrument - Corporates |
$159,250.00 |
$160,736.11 |
|
01BO2WELLS FARGO CO |
2016-12-07 |
0 |
Other Instrument - MTN |
$6,125.00 |
$8,106.99 |
|
01BO2WELLS FARGO CO |
2017-06-07 |
0 |
Other Instrument - MTN |
$7,350.00 |
$8,617.14 |
|
01BO2WELLS FARGO CO |
2043-11-02 |
5.375 |
Other Instrument - Corporates |
$61,250.00 |
$63,934.22 |
|
01F6JMORGAN STANLEY |
2019-05-13 |
7.3 |
Other Instrument - Corporates |
$47,162.50 |
$58,216.29 |
|
01OW8MC KESSON CORP |
2019-02-15 |
7.5 |
Other Instrument - Corporates |
$43,487.50 |
$54,951.82 |
|
01PR0GE CAP INT NTS |
2022-04-15 |
5.35 |
Other Instrument - Corporates |
$1,225.00 |
$1,367.39 |
|
02JNDNRG ENERGY INC |
2020-09-01 |
8.25 |
Other Instrument - Corporates |
$20,825.00 |
$23,519.23 |
|
030NRWBCMT 2007-C31 |
2047-04-17 |
5.5 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,887,937.50 |
$3,204,820.62 |
|
01BLRFENTURA BANCORP |
2019-04-15 |
10.5 |
Other Instrument - Corporates |
$3,123,750.00 |
$3,427,274.38 |
|
01CKVMERCER INTL INC |
2017-12-01 |
9.5 |
Other Instrument - Corporates |
$612.50 |
$677.32 |
|
01F6GREGATTA FDG LTD |
2020-06-15 |
1.5429 |
Other Instrument - ABS |
$517,692.96 |
$481,650.44 |
|
01FENKRAFT FOODS INC |
2017-08-11 |
6.5 |
Other Instrument - Corporates |
$15,312.50 |
$18,299.12 |
|
01FENKRAFT FOODS INC |
2018-08-23 |
6.125 |
Other Instrument - Corporates |
$3,062.50 |
$3,666.95 |
|
01MQ3WEA FINANCE LLC |
2021-05-10 |
4.625 |
Other Instrument - Corporates |
$825,650.00 |
$891,434.70 |
|
01W6JALTA MESA HLDGS |
2018-10-15 |
9.625 |
Other Instrument - Corporates |
$1,837,500.00 |
$2,022,794.01 |
|
027EPWACHOVIA CAP TR |
2027-01-15 |
.7389 |
Other Instrument - Corporates |
$15,312.50 |
$12,982.37 |
|
01BO2WELLS FARGO & CO |
2014-10-01 |
3.75 |
Other Instrument - Corporates |
$14,627,725.00 |
$15,141,304.42 |
|
01BO2WELLS FARGO & CO |
2015-07-01 |
1.5 |
Other Instrument - Corporates |
$13,475.00 |
$13,668.91 |
|
01BO2WELLS FARGO & CO |
2016-01-07 |
0 |
Other Instrument - Corporates |
$44,100.00 |
$55,078.73 |
|
01BO2WELLS FARGO & CO |
2016-02-22 |
0 |
Other Instrument - MTN |
$15,312.50 |
$21,189.28 |
|
01BO2WELLS FARGO & CO |
2016-04-07 |
0 |
Other Instrument - MTN |
$2,450.00 |
$3,865.63 |
|
01BO2WELLS FARGO & CO |
2017-01-06 |
0 |
Other Instrument - MTN |
$13,475.00 |
$17,473.98 |
|
01BO2WELLS FARGO & CO |
2017-03-07 |
0 |
Other Instrument - MTN |
$61,250.00 |
$70,526.93 |
|
01BO2WELLS FARGO & CO |
2017-03-07 |
1.25 |
Other Instrument - MTN |
$27,562.50 |
$31,326.44 |
|
01BO2WELLS FARGO & CO |
2017-06-07 |
0 |
Other Instrument - MTN |
$9,187.50 |
$8,735.75 |
|
01BO2WELLS FARGO & CO |
2018-10-05 |
0 |
Other Instrument - MTN |
$50,837.50 |
$53,836.40 |
|
01BO2WELLS FARGO & CO |
2021-01-22 |
3 |
Other Instrument - Corporates |
$6,630,312.50 |
$6,638,290.97 |
|
01BO2WELLS FARGO & CO |
2021-03-07 |
2 |
Other Instrument - Corporates |
$10,412.50 |
$10,317.43 |
|
01BO2WELLS FARGO N CO |
2014-04-15 |
4.625 |
Other Instrument - Corporates |
$6,125.00 |
$6,260.66 |
|
01BZTVPII ESCROW CORP |
2021-07-15 |
7.5 |
Other Instrument - Corporates |
$21,437.50 |
$23,974.27 |
|
01CYHSMITHFIELD FOODS |
2017-07-01 |
7.75 |
Other Instrument - Corporates |
$1,300,290.95 |
$1,513,484.49 |
|
01GTZSYNGENTA FIN N V |
2042-03-28 |
4.375 |
Other Instrument - Corporates |
$30,625.00 |
$30,150.56 |
|
01YEYKEY BANK NA 6.95 |
2028-02-01 |
6.95 |
Other Instrument - Corporates |
$1,225.00 |
$1,527.40 |
|
01ZXEHSBC BANK USA NA |
2017-09-05 |
0 |
Other Instrument - CD |
$171,500.00 |
$173,935.30 |
|
021TIWELLS FARGO BANK |
2015-02-09 |
4.75 |
Other Instrument - Corporates |
$3,330,162.50 |
$3,546,837.67 |
|
021TIWELLS FARGO BANK |
2016-05-16 |
5.75 |
Other Instrument - Corporates |
$61,250.00 |
$68,541.75 |
|
02G0YUNION BANK CALIF |
2017-01-04 |
0 |
Other Instrument - CD |
$73,500.00 |
$73,500.00 |
|
02G0YUNION BANK CALIF |
2017-08-02 |
0 |
Other Instrument - CD |
$13,475.00 |
$13,475.00 |
|
02G5KWACHOVIA BANK,NA |
2038-01-15 |
6.6 |
Other Instrument - Corporates |
$113,312.50 |
$143,663.63 |
|
02J3YSLM CORP EDNOTES |
2019-06-15 |
6 |
Other Instrument - Corporates |
$1,225.00 |
$1,210.53 |
|
01BO2WELLS FARGO & CO. |
2015-06-18 |
0 |
Other Instrument - MTN |
$76,562.50 |
$78,328.65 |
|
01GT0PATRIOT COAL CORP |
2014-05-31 |
3.25 |
Other Instrument - CBND |
$3,065,562.50 |
$53,055.52 |
|
01PR0GE CAP CP INT NTS |
2022-02-15 |
5.6 |
Other Instrument - Corporates |
$6,125.00 |
$6,890.94 |
|
01RSACOLT DEFENSE CORP |
2017-11-15 |
8.75 |
Other Instrument - Corporates |
$6,125.00 |
$5,350.02 |
|
01STWA/S EKSPORTFINANS |
2014-06-05 |
0 |
Other Instrument - MTN |
$61,250.00 |
$96,278.88 |
|
02G5KWACHOVIA BANK.N.A |
2037-02-01 |
5.85 |
Other Instrument - Corporates |
$12,250.00 |
$14,771.05 |
|
02GM5ARN GREENPOINT CR |
2030-04-06 |
3.668 |
Other Instrument - ABS |
$3,100,617.15 |
$3,137,536.89 |
|
02KN4WELLPOINT INC COM |
2015-09-10 |
1.25 |
Other Instrument - Corporates |
$267,050.00 |
$270,683.44 |
|
02KN4WELLPOINT INC COM |
2016-01-15 |
5.25 |
Other Instrument - Corporates |
$49,000.00 |
$53,128.42 |
|
02KN4WELLPOINT INC COM |
2023-01-15 |
3.3 |
Other Instrument - Corporates |
$23,275.00 |
$22,271.07 |
|
02KN4WELLPOINT INC COM |
2036-01-15 |
5.85 |
Other Instrument - Corporates |
$35,525.00 |
$39,775.21 |
|
02KN4WELLPOINT INC COM |
2044-01-15 |
5.1 |
Other Instrument - Corporates |
$71,050.00 |
$72,551.76 |
|
030NRWBCMT 2006-C29 AM |
2048-11-18 |
5.339 |
Other Instrument - Commercial Mortgage-Backed Security |
$192,937.50 |
$213,228.72 |
|
01BDPCONSTELLATION ENGY |
2032-04-01 |
7.6 |
Other Instrument - Corporates |
$795,179.35 |
$1,001,515.14 |
|
01BO2WELLS FARGO & COMP |
2015-10-28 |
.4381 |
Other Instrument - Corporates |
$918,750.00 |
$916,872.54 |
|
01BOTGOODRICH PETE CORP |
2019-03-15 |
8.875 |
Other Instrument - Corporates |
$1,467,550.00 |
$1,575,455.69 |
|
01BQHSERVICE CORP INTER |
2019-05-15 |
7 |
Other Instrument - Corporates |
$1,178,376.50 |
$1,272,384.76 |
|
01DP2ROYAL BK OF CANADA |
2014-02-03 |
0 |
Other Instrument - MTN |
$2,450.00 |
$3,117.38 |
|
01DP2ROYAL BK OF CANADA |
2014-07-03 |
0 |
Other Instrument - MTN |
$30,625.00 |
$37,074.63 |
|
01DP2ROYAL BK OF CANADA |
2016-04-04 |
0 |
Other Instrument - Corporates |
$359,537.50 |
$524,637.12 |
|
01DP2ROYAL BK OF CANADA |
2020-03-04 |
0 |
Other Instrument - MTN |
$7,962.50 |
$8,068.29 |
|
01RX6CB MERCK & CO.INC. |
2028-12-01 |
5.95 |
Other Instrument - Corporates |
$6,125.00 |
$7,492.20 |
|
01TJWPRIVATE EXPORT FDG |
2018-07-15 |
1.875 |
Other Instrument - Corporates |
$2,450.00 |
$2,481.64 |
|
02I8PROYAL BK OF CANADA |
2015-06-02 |
0 |
Other Instrument - MTN |
$15,312.50 |
$20,921.47 |
|
02IFTWYNN LAS VEGAS LLC |
2020-05-01 |
7.875 |
Other Instrument - Corporates |
$48,369.74 |
$54,038.06 |
|
02L3ZEASTON BELL SPORTS |
2016-12-01 |
9.75 |
Other Instrument - Corporates |
$1,041,250.00 |
$1,101,121.88 |
|
02MCKINTL LEASE FINANCE |
2014-06-01 |
5.65 |
Other Instrument - Corporates |
$186,200.00 |
$190,513.64 |
|
01BHX B FORD MOTOR CORP |
2029-02-01 |
6.375 |
Other Instrument - Corporates |
$6,125.00 |
$7,073.43 |
|
01BTWVULCAN MATERIALS CO |
2016-12-01 |
6.5 |
Other Instrument - Corporates |
$6,161,750.00 |
$7,044,934.17 |
|
01BTWVULCAN MATERIALS CO |
2017-11-30 |
6.4 |
Other Instrument - Corporates |
$3,077,812.50 |
$3,549,777.95 |
|
01CQ1NORTHERN TRUST CORP |
2021-08-23 |
3.375 |
Other Instrument - Corporates |
$3,062.50 |
$3,232.41 |
|
01DP2ROYAL BANK OF CANDA |
2015-07-06 |
0 |
Other Instrument - Corporates |
$16,548.53 |
$23,004.10 |
|
01DUX144A/REG S WEA FIN. |
2016-10-01 |
5.7 |
Other Instrument - Corporates |
$438,328.89 |
$496,981.67 |
|
01OQASCOTIABANK PERU SAA |
2027-12-13 |
4.5 |
Other Instrument - CBND |
$15,312.50 |
$13,509.45 |
|
021TIWELLS FARGO BANK NA |
2014-03-12 |
0 |
Other Instrument - CD |
$612,500.00 |
$612,500.00 |
|
02G0YUNION BANK OF CALIF |
2018-01-05 |
0 |
Other Instrument - CD |
$254,800.00 |
$254,800.00 |
|
02KN4WELLPOINT INC COM < |
2018-01-15 |
1.875 |
Other Instrument - Corporates |
$145,775.00 |
$145,419.79 |
|
01BJSHSBC FNC CORP INTNTS |
2014-10-15 |
5.6 |
Other Instrument - Corporates |
$612.50 |
$633.17 |
|
01BJSHSBC FNC CORP INTNTS |
2014-11-15 |
5.45 |
Other Instrument - Corporates |
$612.50 |
$635.86 |
|
01BLPLINCOLN NATL CORP,IN |
2020-02-15 |
6.25 |
Other Instrument - Corporates |
$2,051,875.00 |
$2,472,467.20 |
|
01C5OEXPRESS SCRIPTS HLDG |
2041-11-15 |
6.125 |
Other Instrument - Corporates |
$2,986,952.41 |
$3,522,962.68 |
|
01DP2ROYAL BANK OF CANADA |
2016-03-01 |
0 |
Other Instrument - MTN |
$15,312.50 |
$19,420.84 |
|
01NXPKOOKMIN BANK NY BRCH |
2014-04-24 |
0 |
Other Instrument - Corporates |
$2,357,940.64 |
$2,356,873.20 |
|
01O19BANCO DE CREDITO DEL |
2020-09-16 |
5.375 |
Other Instrument - CBND |
$219,844.01 |
$230,870.56 |
|
01WA5WELLS FARGO COMM MTG |
2043-11-18 |
5.5848 |
Other Instrument - Commercial Mortgage-Backed Security |
$668,899.00 |
$738,778.97 |
|
02GAULIBERTY MUTUAL GROUP |
2022-05-01 |
4.95 |
Other Instrument - Corporates |
$581,905.01 |
$622,327.04 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$1,225,000.00 |
$1,352,971.66 |
|
02GEHSIMON PROPERTY GROUP |
2014-05-15 |
6.75 |
Other Instrument - Corporates |
$4,900.00 |
$4,978.55 |
|
02GN0CITIBANK CREDIT CARD |
2020-05-26 |
.438 |
Other Instrument - Asset Backed Securities |
$5,733,000.00 |
$5,721,231.11 |
|
02KJUIASIS HEALTHCARE LLC |
2019-05-15 |
8.375 |
Other Instrument - Corporates |
$2,450,000.00 |
$2,658,692.36 |
|
02LFJGREAT LAKES DREDGE & |
2019-02-01 |
7.375 |
Other Instrument - Corporates |
$1,837,500.00 |
$1,997,132.81 |
|
02LYEWILLIAMS PARTNERS LP |
2020-03-15 |
5.25 |
Other Instrument - Corporates |
$79,997.40 |
$90,194.13 |
|
02QY6ARES XI CLO LTD CORP |
2021-10-11 |
0 |
Other Instrument - ABS |
$90,970.34 |
$51,147.16 |
|
030KDJPMORGAN CHASE COMML |
2047-05-15 |
5.336 |
Other Instrument - Commercial Mortgage-Backed Security |
$251,532.93 |
$276,743.46 |
|
030M5RAMP SERIES 2004-RS8 |
2035-03-25 |
.7246 |
Other Instrument - Asset Backed Securities |
$4,827,725.00 |
$4,090,023.35 |
|
030M9RASC SERIES 2006 KS2 |
2036-03-25 |
.5346 |
Other Instrument - Asset Backed Securities |
$1,363,246.76 |
$1,136,129.99 |
|
030NRWACHOVIA BK COMM MTG |
2048-11-18 |
.3934 |
Other Instrument - Commercial Mortgage-Backed Security |
$40,109,685.43 |
$452,400.05 |
|
030NTWELLS FARGO COML MTG |
2045-10-17 |
2.918 |
Other Instrument - Commercial Mortgage-Backed Security |
$9,187.50 |
$8,865.66 |
|
0322SWELLS FARGO COML MTG |
2028-03-20 |
2.7096 |
Other Instrument - Commercial Mortgage-Backed Security |
$36,750.00 |
$34,040.99 |
|
03509PARIS LAS VEGAS HLDG |
2021-10-01 |
11 |
Other Instrument - Corporates |
$1,303,400.00 |
$1,390,365.75 |
|
035XMTAL ADVANTAGE IV LLC |
2026-01-20 |
4.6 |
Other Instrument - Asset Backed Securities |
$6,080,878.93 |
$6,185,886.10 |
|
01BCEHONEYWELL INTERNATION |
2041-03-01 |
5.375 |
Other Instrument - Corporates |
$92,487.50 |
$109,422.50 |
|
01BCJENERGY TRANSFER EQUIT |
2024-01-15 |
5.875 |
Other Instrument - Corporates |
$3,303,071.01 |
$3,318,898.23 |
|
01BFHJPMORGAN & CO JPMORGA |
2037-02-15 |
5.9 |
Other Instrument - Corporates |
$3,062.50 |
$3,146.43 |
|
01BH7NEEDLE MERGER SUB COR |
2019-03-15 |
8.125 |
Other Instrument - Corporates |
$1,868,398.18 |
$2,000,483.54 |
|
01BHNWACHOVIA CORP 2ND NEW |
2014-02-15 |
4.875 |
Other Instrument - Corporates |
$107,187.50 |
$109,749.19 |
|
01BHNWACHOVIA CORP 2ND NEW |
2014-08-01 |
5.25 |
Other Instrument - Corporates |
$668,237.50 |
$700,226.03 |
|
01BHNWACHOVIA CORP 2ND NEW |
2017-06-15 |
.5129 |
Other Instrument - Corporates |
$6,933,500.00 |
$6,903,693.32 |
|
01BJSHSBC FNC CORPS INTNTS |
2014-10-15 |
4.15 |
Other Instrument - Corporates |
$1,225.00 |
$1,260.37 |
|
01BNFTENET HEALTHCARE CORP |
2018-11-01 |
6.25 |
Other Instrument - Corporates |
$7,862,662.50 |
$8,820,924.50 |
|
01BO2WELLS FARGO & COMPANY |
2014-07-08 |
0 |
Other Instrument - MTN |
$64,312.50 |
$131,626.46 |
|
01BO2WELLS FARGO & COMPANY |
2014-11-15 |
5 |
Other Instrument - Corporates |
$8,575.00 |
$8,964.87 |
|
01BO2WELLS FARGO & COMPANY |
2015-02-06 |
0 |
Other Instrument - Corporates |
$79,625.00 |
$139,514.15 |
|
01BO2WELLS FARGO CO MTN BE |
2022-03-08 |
3.5 |
Other Instrument - Corporates |
$17,150.00 |
$17,563.19 |
|
01BR9THE TRAVELERS COMPANI |
2043-08-01 |
4.6 |
Other Instrument - Corporates |
$133,150.15 |
$136,469.58 |
|
01BTWVULCAN MATERIALS CO,N |
2018-06-15 |
7 |
Other Instrument - Corporates |
$859,950.00 |
$1,003,083.90 |
|
01FCWPINNACLE FOODS FINANC |
2021-05-01 |
4.875 |
Other Instrument - Corporates |
$18,375.00 |
$17,634.25 |
|
01MIDMASS. MUTUAL LIFE INS |
2033-05-15 |
5.625 |
Other Instrument - Corporates |
$45,937.50 |
$50,676.18 |
|
01MIEUPS SERVICE OF AMERIC |
2042-10-01 |
3.625 |
Other Instrument - Corporates |
$30,625.00 |
$27,113.34 |
|
01PLXBANCO SANTANDER CHILE |
2014-12-09 |
5.375 |
Other Instrument - CBND |
$61,250.00 |
$63,767.00 |
|
01RD2PUBLIC SER ELEC & GAS |
2035-07-01 |
5.25 |
Other Instrument - Corporates |
$189,262.50 |
$212,582.48 |
|
01RR2CEQUEL COMMUNICATIONS |
2021-12-15 |
5.125 |
Other Instrument - Corporates |
$472,312.23 |
$447,066.48 |
|
01S0PREYNOLDS GROUP ISSUER |
2021-02-15 |
8.25 |
Other Instrument - Corporates |
$36,750.00 |
$40,536.78 |
|
01THKSNS SILVER CORP 12 07 |
2018-06-01 |
11.125 |
Other Instrument - Corporates |
$376,687.50 |
$414,748.64 |
|
01U4ZJP MORGAN CHASE BK NA |
2019-02-25 |
0 |
Other Instrument - CD |
$25,725.00 |
$25,725.00 |
|
01ZMCMOHEGAN TRIBAL GAMING |
2018-09-15 |
11 |
Other Instrument - Corporates |
$15,312.50 |
$16,025.38 |
|
0289LWFRBS COML MTG 2012 C |
2045-11-17 |
2.87 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,062,500.00 |
$2,938,543.95 |
|
0289LWFRBS COML MTG 2012 C |
2045-11-17 |
2.2552 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,497,510.99 |
$186,344.43 |
|
02BUVEAGLE ROCK ENERGY PAR |
2019-06-01 |
8.375 |
Other Instrument - Corporates |
$1,263,270.23 |
$1,388,281.34 |
|
02FQUWESCO DISTRIBUTION, I |
2021-12-15 |
5.375 |
Other Instrument - Corporates |
$1,225,000.00 |
$1,246,075.95 |
|
02G0YUNION BANK OF CALIFOR |
2017-02-03 |
0 |
Other Instrument - CD |
$26,337.50 |
$26,337.50 |
|
02GCUSANARCI NUBERACAI S A |
2022-11-01 |
4.125 |
Other Instrument - CBND |
$153,125.00 |
$135,563.48 |
|
02GK2CREDIT SUISSE FIRST B |
2037-04-15 |
4.877 |
Other Instrument - Commercial Mortgage-Backed Security |
$349,125.00 |
$353,857.24 |
|
02GK2CREDIT SUISSE FIRST B |
2037-04-17 |
.414 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,158,969.29 |
$4,749,940.41 |
|
02GKLNISOURCE FINANCE CORP |
2045-02-01 |
5.65 |
Other Instrument - Corporates |
$222,414.06 |
$242,012.02 |
|
02I8PROYAL BK OF CDA BD CD |
2015-08-03 |
0 |
Other Instrument - MTN |
$169,050.00 |
$218,057.60 |
|
02J0JSBA TELECOMMUNICATION |
2019-08-15 |
8.25 |
Other Instrument - Corporates |
$2,135,787.50 |
$2,366,541.54 |
|
02KCRSINCLAIR TELEVISION G |
2021-11-01 |
6.375 |
Other Instrument - Corporates |
$125,562.50 |
$132,761.41 |
|
02LILWACHOVIA NATIONAL BAN |
2021-01-15 |
6 |
Other Instrument - Corporates |
$91,875.00 |
$95,105.94 |
|
02LVSPACIFIC GAS AND ELECT |
2023-11-15 |
3.85 |
Other Instrument - Corporates |
$2,691,937.50 |
$2,735,642.60 |
|
02XUZWF RBS COML MTG R 201 |
2044-02-18 |
1.1174 |
Other Instrument - Commercial Mortgage-Backed Security |
$375,348.09 |
$14,698.70 |
|
02XUZWF RBS COML MTG TR 20 |
2044-02-18 |
5.392 |
Other Instrument - Commercial Mortgage-Backed Security |
$73,500.00 |
$79,429.64 |
|
02XUZWF RBS COML TR 2011 C |
2044-02-18 |
4.869 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,139,259.11 |
$3,467,719.80 |
|
02XUZWFRBS COML MTG TR 201 |
2044-03-17 |
4.74 |
Other Instrument - Commercial Mortgage-Backed Security |
$30,625.00 |
$32,470.54 |
|
02XUZWFRBS COML MTG TR 201 |
2044-06-17 |
5.2476 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,088,625.00 |
$2,065,427.22 |
|
02XUZWFRBS COML MTG TR 201 |
2044-11-18 |
5.6361 |
Other Instrument - Commercial Mortgage-Backed Security |
$15,312.50 |
$17,228.31 |
|
02XUZWFRBS COML MTG TR 201 |
2045-08-17 |
4.8783 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,125,000.00 |
$5,797,956.42 |
|
030G4WACHOVIA BANK COMM MT |
2045-07-17 |
5.795 |
Other Instrument - Commercial Mortgage-Backed Security |
$27,562.50 |
$30,193.60 |
|
030G4WACHOVIA BANK COMMERC |
2045-07-17 |
5.765 |
Other Instrument - Commercial Mortgage-Backed Security |
$90,320.32 |
$97,491.32 |
|
030HOCHASE MTG FIN TRUST 2 |
2035-06-25 |
2.6176 |
Other Instrument - CMOs |
$18,205,555.05 |
$19,023,615.34 |
|
030NQWACHOVIA BANK CMML MT |
2042-04-15 |
4.702 |
Other Instrument - Commercial Mortgage-Backed Security |
$151,961.25 |
$1,000.78 |
|
030NQWACHOVIA BANK COMM MO |
2035-04-15 |
1.034 |
Other Instrument - Commercial Mortgage-Backed Security |
$13,897.23 |
$255.41 |
|
030NQWACHOVIA BANK COMM MO |
2041-01-17 |
5.215 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,186.86 |
$3,626.02 |
|
030NQWACHOVIA BANK COMM MT |
2042-07-15 |
5.179 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,756,250.00 |
$2,928,553.60 |
|
030NQWACHOVIA BANK COMM MT |
2044-05-15 |
4.793 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,225,000.00 |
$1,284,078.35 |
|
030NQWACHOVIA BANK COMM MT |
2044-10-17 |
5.2389 |
Other Instrument - Commercial Mortgage-Backed Security |
$278,579.89 |
$295,036.28 |
|
030NR WACHOVIA BANK COMMER |
2043-12-15 |
5.553 |
Other Instrument - Commercial Mortgage-Backed Security |
$226,625.00 |
$89,894.89 |
|
030NR WACHOVIA BANK COMMER |
2045-01-18 |
5.418 |
Other Instrument - Commercial Mortgage-Backed Security |
$54,631.17 |
$58,214.70 |
|
030NRWACHOVIA BANK COMMERC |
2046-05-17 |
.3366 |
Other Instrument - Commercial Mortgage-Backed Security |
$14,900,775.15 |
$173,701.07 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
2.6268 |
Other Instrument - CMOs |
$2,096,478.89 |
$2,160,171.35 |
|
030NTWELLS FARGO MTGE BCKD |
2035-06-25 |
5.2362 |
Other Instrument - CMOs |
$2,999,888.10 |
$3,084,628.04 |
|
031XGWFRBS COML MTG TR 201 |
2045-03-17 |
3.037 |
Other Instrument - Commercial Mortgage-Backed Security |
$226,625.00 |
$219,873.34 |
|
031XGWFRBS COML MTG TR 201 |
2045-03-17 |
4.1841 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,235,862.50 |
$5,484,681.73 |
|
031XGWFRBS COML TR 2013 C1 |
2045-03-17 |
1.5138 |
Other Instrument - Commercial Mortgage-Backed Security |
$102,055,933.18 |
$8,481,556.74 |
|
0322SWAMU MORTGAGE PASS T |
2048-03-17 |
1.5205 |
Other Instrument - Commercial Mortgage-Backed Security |
$50,545,490.68 |
$4,599,068.07 |
|
0322SWAMU MORTGAGE PASS TH |
2048-03-17 |
2.072 |
Other Instrument - Commercial Mortgage-Backed Security |
$55,125.00 |
$55,427.96 |
|
033EDUNITED AUTO CR SECURI |
2019-04-15 |
4.4 |
Other Instrument - ABS |
$1,019,680.81 |
$1,019,722.17 |
|
033EEWFRBS COML MTG TR 201 |
2045-05-17 |
3.345 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,125.00 |
$5,910.94 |
|
033EEWFRBS COML TR 2013 C1 |
2045-05-17 |
1.485 |
Other Instrument - Commercial Mortgage-Backed Security |
$204,972,922.30 |
$18,303,054.37 |
|
034OGWFRBS COML MTG TR 201 |
2046-08-15 |
3.881 |
Other Instrument - Commercial Mortgage-Backed Security |
$39,812.50 |
$40,878.02 |
|
035F7WFRBS CKOML MTG TR 20 |
2046-09-17 |
4.9853 |
Other Instrument - Commercial Mortgage-Backed Security |
$9,800.00 |
$10,342.52 |
|
037B3WFRBS COML MTG TR 201 |
2046-12-17 |
4.023 |
Other Instrument - Commercial Mortgage-Backed Security |
$30,625.00 |
$31,619.79 |
|
037VRWFRBS COML MTG TR 201 |
2046-03-16 |
.5344 |
Other Instrument - Commercial Mortgage-Backed Security |
$13,393,778.83 |
$286,539.96 |
|
XXXX HDS ACQUISITION SUBSI |
2020-07-15 |
11.5 |
Other Instrument - Corporates |
$1,500,625.00 |
$1,830,929.23 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Securities, LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $245,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $245,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $245,042,451.34
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $245,042,451.34
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/12/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 603997008
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
02J86ISHARES |
2049-01-01 |
0 |
Other Instrument - ETF |
$22,645,938.00 |
$24,428,173.32 |
|
01BQVSNAP ON INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$163,072.00 |
$164,262.43 |
|
0287ADELPHI CORP |
2019-05-15 |
5.875 |
Other Instrument - Corporates |
$684,902.40 |
$729,354.47 |
|
01BPCCITIGROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,724.00 |
$1,798.69 |
|
01BSZUNION PAC CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,798,284.00 |
$6,693,715.89 |
|
01BVGMICROSOFT CORP |
2049-01-01 |
0 |
Other Instrument - COMN |
$1,007,146.00 |
$371,334.73 |
|
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$974,695.26 |
$1,031,335.89 |
|
02L3ECOLEMAN CABLE INC |
2018-02-15 |
9 |
Other Instrument - Corporates |
$1,529,757.46 |
$1,665,905.88 |
|
01BI0NEXTERA ENERGY INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$71,932.00 |
$65,429.35 |
|
02I42REGAL CINEMAS CORP |
2019-07-15 |
8.625 |
Other Instrument - Corporates |
$71,053.92 |
$76,211.25 |
|
01BO2WELLS FARGO & CO NEW |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,959,086.00 |
$2,744,159.10 |
|
01HYWNEWFIELD EXPLORATION |
2018-05-15 |
7.125 |
Other Instrument - Corporates |
$262,000.06 |
$275,765.98 |
|
02GAULIBERTY MUTUAL GROUP |
2087-03-07 |
7.8 |
Other Instrument - Corporates |
$7,036.40 |
$7,771.47 |
|
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$5,342,274.00 |
$904,446.99 |
|
02DODKRAFT FOODS GROUP INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$9,766,680.00 |
$5,145,087.02 |
|
02FTRSPDR DOW JONES INDL A |
2049-01-01 |
0 |
Other Instrument - ETF |
$4,606.00 |
$7,285.31 |
|
02LVTPHILIP MORRIS INTL IN |
2049-01-01 |
0 |
Other Instrument - COMN |
$2,062,410.00 |
$1,631,160.07 |
|
03237MALLINCKRODT INTL FIN |
2023-04-15 |
4.75 |
Other Instrument - Corporates |
$4,233,876.36 |
$4,044,097.56 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Mitsubishi UFJ Securities (USA), Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $49,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,001,306.59
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,001,306.59
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Massachusetts State Development Finance Agency
Item 27. The title of the issue (including coupon or yield): Massachusetts State Development Finance Agency, Series 2001-B Whaler's Cove Project, 0.280%, 9/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 57583WAM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,750,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,750,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,750,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,750,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland NV, Utrecht, 0.240%, 6/25/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BPJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $320,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $320,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $320,076,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $320,076,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.540%, 2/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
CWL |
2046-01-25 |
.318 |
Other Instrument - Asset Backed Securities |
$247,841.39 |
$202,937.52 |
|
LXS |
2046-02-25 |
.418 |
Other Instrument - Asset Backed Securities |
$32,140,382.64 |
$24,117,526.85 |
|
GSAA |
2035-06-25 |
.808 |
Other Instrument - Asset Backed Securities |
$3,305,275.00 |
$2,876,036.68 |
|
GSMS |
2039-11-10 |
5.622 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,018,625.00 |
$996,678.00 |
|
SACO |
2036-07-25 |
.358 |
Other Instrument - Asset Backed Securities |
$3,826,792.84 |
$4,433,644.98 |
|
TMST |
2038-04-25 |
6.09444 |
Other Instrument - CMOs |
$21,226,683.96 |
$20,422,692.77 |
|
CWALT |
2035-11-20 |
2.31001 |
Other Instrument - CMOs |
$13,531,244.20 |
$940,944.67 |
|
CWHEL |
2036-11-15 |
.31 |
Other Instrument - ABS |
$1,999,463.43 |
$1,178,009.16 |
|
GEWMC |
2035-10-25 |
.598 |
Other Instrument - Asset Backed Securities |
$10,835,125.00 |
$7,425,496.44 |
|
LBMLT |
2036-08-25 |
.318 |
Other Instrument - Asset Backed Securities |
$819,461.15 |
$458,270.69 |
|
WBCMT |
2049-06-15 |
5.74991 |
Other Instrument - Commercial Mortgage-Backed Security |
$119,625.00 |
$109,289.94 |
|
BK OF AMER |
2047-06-20 |
.437 |
Other Instrument - Asset Backed Securities |
$130,500.00 |
$85,151.96 |
|
OAK 99-D A1 |
2029-11-15 |
7.84 |
Other Instrument - ABS |
$4,197,404.75 |
$4,115,871.43 |
|
BCM 2001-A M1 |
2030-12-15 |
7.935 |
Other Instrument - Asset Backed Securities |
$61,625.00 |
$60,753.90 |
|
SACO 2006-8 A |
2036-06-25 |
.298 |
Other Instrument - Asset Backed Securities |
$10,836,739.04 |
$12,282,905.78 |
|
BACM 2007-4 AJ |
2051-02-10 |
5.81383 |
Other Instrument - Commercial Mortgage-Backed Security |
$355,250.00 |
$354,035.36 |
|
BAFC 2005-F 1X |
2035-09-20 |
2.28022 |
Other Instrument - CMOs |
$15,091,905.67 |
$1,027,551.69 |
|
BAYV 2006-A M3 |
2041-02-28 |
.8112 |
Other Instrument - Asset Backed Securities |
$3,635,875.00 |
$2,759,145.86 |
|
CSFB 2004-C3 D |
2036-07-15 |
5.312 |
Other Instrument - Commercial Mortgage-Backed Security |
$5,075,000.00 |
$4,145,857.11 |
|
CSMC 2006-9 AX |
2036-11-25 |
6.5 |
Other Instrument - CMOs |
$2,190,268.14 |
$500,155.74 |
|
CWHEL 2006-A A |
2032-04-15 |
.35 |
Other Instrument - Asset Backed Securities |
$3,091,226.52 |
$2,260,051.76 |
|
CWL 2007-1 2A2 |
2037-07-25 |
.258 |
Other Instrument - Asset Backed Securities |
$956,075.56 |
$912,956.43 |
|
HMAC 2004-3 M2 |
2034-07-25 |
1.458 |
Other Instrument - Asset Backed Securities |
$1,983,179.91 |
$1,524,797.67 |
|
IMSA 2007-1 A2 |
2037-03-25 |
.318 |
Other Instrument - Asset Backed Securities |
$4,871,255.40 |
$3,748,645.97 |
|
MLCFC 2007-5 X |
2048-08-14 |
.5196 |
Other Instrument - Commercial Mortgage-Backed Security |
$654,852.90 |
$9,994.89 |
|
ARC 2002-BC5 M1 |
2032-07-25 |
1.193 |
Other Instrument - Asset Backed Securities |
$426,544.26 |
$383,100.50 |
|
CWCI 2006-C1 IO |
2048-08-15 |
.80316 |
Other Instrument - Commercial Mortgage-Backed Security |
$10,005,879.98 |
$194,330.69 |
|
CWHEL 2004-K 2A |
2034-02-15 |
.46 |
Other Instrument - Asset Backed Securities |
$560,214.84 |
$488,144.70 |
|
CWHEL 2006-C 2A |
2036-05-15 |
.34 |
Other Instrument - Asset Backed Securities |
$3,641,613.77 |
$3,987,008.56 |
|
CWL 2006-20 2A4 |
2047-04-25 |
.388 |
Other Instrument - Asset Backed Securities |
$2,399,750.00 |
$1,070,506.58 |
|
GNRA 2013-029 C |
2053-05-16 |
2.54677 |
Other Instrument - Commercial Mortgage-Backed Security |
$14,413,362.50 |
$12,649,185.30 |
|
GNRA 2013-154 Z |
2054-04-16 |
3.32949 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,533,674.41 |
$3,559,435.59 |
|
NCSLT 2005-3 A4 |
2029-04-25 |
.438 |
Other Instrument - Asset Backed Securities |
$181,250.00 |
$164,796.81 |
|
NCSLT 2007-1 A4 |
2033-10-25 |
.463 |
Other Instrument - Asset Backed Securities |
$1,863,250.00 |
$991,929.69 |
|
NHEL 2006-5 A2C |
2036-11-25 |
.328 |
Other Instrument - Asset Backed Securities |
$124,331.63 |
$53,928.04 |
|
OOMLT 2005-4 M3 |
2035-11-25 |
.648 |
Other Instrument - Asset Backed Securities |
$5,231,020.00 |
$1,321,747.96 |
|
RALI 2005-QO5 X |
2046-01-25 |
0 |
Other Instrument - CMO |
$2,222,137.56 |
$113,190.93 |
|
TMST 2007-3 4A1 |
2047-06-25 |
.378 |
Other Instrument - CMOs |
$898,390.35 |
$875,123.86 |
|
ARSI 2006-W3 A2D |
2036-04-25 |
.438 |
Other Instrument - Asset Backed Securities |
$3,502,563.05 |
$1,474,074.10 |
|
BALTA 2006-5 1A1 |
2036-08-25 |
.328 |
Other Instrument - Asset Backed Securities |
$1,589,903.24 |
$849,345.31 |
|
BALTA 2006-8 1A1 |
2046-06-25 |
.318 |
Other Instrument - Asset Backed Securities |
$2,819,197.26 |
$1,792,451.57 |
|
BOAA 2005-9 1CB2 |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$2,948,718.56 |
$2,729,972.74 |
|
CWALT 2005-14 4X |
2035-05-25 |
2.22003 |
Other Instrument - CMOs |
$24,751,241.06 |
$1,210,187.78 |
|
CWALT 2005-J3 XA |
2035-05-25 |
.27358 |
Other Instrument - CMOs |
$30,803,506.68 |
$306,463.95 |
|
GNRA 2012-144 IO |
2053-01-16 |
1.16738 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,149,994.70 |
$277,649.37 |
|
GNRA 2013-035 BA |
2045-10-16 |
2.4 |
Other Instrument - Commercial Mortgage-Backed Security |
$7,828,550.00 |
$7,205,264.15 |
|
GNRA 2013-035 CA |
2053-01-16 |
1.949 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,994,250.00 |
$2,250,296.17 |
|
GNRA 2013-126 IA |
2047-10-16 |
.32711 |
Other Instrument - Commercial Mortgage-Backed Security |
$44,197,408.38 |
$2,336,124.27 |
|
GNRA 2013-126 IB |
2038-04-16 |
.91 |
Other Instrument - Commercial Mortgage-Backed Security |
$27,465,340.88 |
$516,604.75 |
|
GNRA 2013-126 IC |
2047-10-16 |
.42711 |
Other Instrument - Commercial Mortgage-Backed Security |
$150,760,272.91 |
$8,536,336.96 |
|
GNRA 2013-153 MB |
2053-08-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$6,329,250.00 |
$5,896,748.65 |
|
GNRA 2013-154 AB |
2044-02-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,463,264.96 |
$1,505,571.13 |
|
GNRA 2013-154 IA |
2044-02-16 |
.95 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,802,050.45 |
$39,406.64 |
|
GNRA 2013-154 IB |
2053-09-16 |
.42949 |
Other Instrument - Commercial Mortgage-Backed Security |
$310,838,592.96 |
$18,246,508.38 |
|
GNRA 2013-154 MB |
2053-06-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$67,355,204.25 |
$62,826,180.11 |
|
GNRA 2013-154 ML |
2053-09-16 |
2.9 |
Other Instrument - Commercial Mortgage-Backed Security |
$20,877,230.50 |
$17,251,241.84 |
|
GNRA 2013-155 IB |
2053-09-16 |
.45974 |
Other Instrument - GNRM |
$70,449,876.67 |
$4,207,628.26 |
|
GSAA 2007-5 2A1B |
2047-04-25 |
.298 |
Other Instrument - Asset Backed Securities |
$22,443,624.54 |
$1,192,214.05 |
|
IRWHE 2002-1 1A1 |
2023-07-25 |
.428 |
Other Instrument - ABS |
$36,759.33 |
$32,837.14 |
|
MARM 2007-3 12A1 |
2047-05-25 |
.358 |
Other Instrument - Asset Backed Securities |
$212,052.18 |
$149,436.66 |
|
MLMI 2006-HE1 M1 |
2036-12-25 |
.548 |
Other Instrument - Asset Backed Securities |
$1,932,125.00 |
$1,414,300.28 |
|
OOMLT 2007-4 2A2 |
2037-04-25 |
.338 |
Other Instrument - Asset Backed Securities |
$6,928,450.73 |
$3,931,971.63 |
|
RAMP 2005-RS3 M6 |
2035-03-25 |
.878 |
Other Instrument - Asset Backed Securities |
$1,450,000.00 |
$195,976.12 |
|
RASC 2005-KS8 M6 |
2035-08-25 |
.848 |
Other Instrument - Asset Backed Securities |
$5,075,000.00 |
$1,531,567.91 |
|
SABR 2005-OP1 M3 |
2035-01-25 |
.838 |
Other Instrument - Asset Backed Securities |
$1,250,284.83 |
$872,930.25 |
|
SARM 2004-20 1A3 |
2035-01-25 |
2.48623 |
Other Instrument - CMOs |
$835,799.74 |
$352,162.45 |
|
WAMU 2007-OA5 1A |
2047-06-25 |
.89 |
Other Instrument - CMOs |
$1,154,667.73 |
$996,747.48 |
|
WMALT 2005-4 CB2 |
2035-06-25 |
4.892 |
Other Instrument - CMOs |
$13,766,773.68 |
$1,893,887.44 |
|
BCAP 2007-AA1 1A2 |
2047-02-25 |
.318 |
Other Instrument - Asset Backed Securities |
$1,583,810.45 |
$1,328,750.18 |
|
BOAA 2004-10 CBIO |
2034-11-25 |
6 |
Other Instrument - CMOs |
$935,607.21 |
$162,456.35 |
|
BSABS 2005-AQ1 M3 |
2035-03-25 |
.908 |
Other Instrument - Asset Backed Securities |
$2,975,400.00 |
$2,090,825.69 |
|
BSABS 2005-CL1 A3 |
2034-09-25 |
7.342 |
Other Instrument - Asset Backed Securities |
$5,290,417.92 |
$961,616.12 |
|
CBASS 2005-CB4 M4 |
2035-08-25 |
.758 |
Other Instrument - Asset Backed Securities |
$2,471,525.00 |
$1,758,656.03 |
|
CMLTI 2005-HE4 M2 |
2035-10-25 |
.608 |
Other Instrument - Asset Backed Securities |
$25,375.00 |
$19,375.70 |
|
CWALT 2007-15CB X |
2037-07-25 |
.3386 |
Other Instrument - CMOs |
$10,021,234.42 |
$128,853.31 |
|
CWHEL 2006-H 2A1A |
2036-11-15 |
.31 |
Other Instrument - Asset Backed Securities |
$151,628.93 |
$93,856.66 |
|
GMACM 2004-HE4 A3 |
2035-03-25 |
.428 |
Other Instrument - Asset Backed Securities |
$227,994.60 |
$195,702.54 |
|
GSAMP 2002-HE2 B1 |
2032-10-20 |
4.657 |
Other Instrument - Asset Backed Securities |
$835,590.97 |
$656,540.25 |
|
JPMCC 2006-CB16 B |
2045-05-12 |
5.672 |
Other Instrument - Commercial Mortgage-Backed Security |
$379,900.00 |
$297,319.49 |
|
MSAC 2006-HE6 A2C |
2036-09-25 |
.308 |
Other Instrument - Asset Backed Securities |
$488,697.12 |
$265,022.80 |
|
MSAC 2007-NC3 A2C |
2037-05-25 |
.348 |
Other Instrument - Asset Backed Securities |
$128,421.60 |
$79,822.37 |
|
NHELI 2005-FM1 M3 |
2035-05-25 |
.668 |
Other Instrument - Asset Backed Securities |
$6,898,375.00 |
$4,036,975.60 |
|
PPSI 2005-WCW2 M3 |
2035-07-25 |
.708 |
Other Instrument - Asset Backed Securities |
$7,068,750.00 |
$4,601,829.30 |
|
RALI 2006-QS12 AV |
2036-09-25 |
.46441 |
Other Instrument - CMOs |
$5,761,185.69 |
$100,728.62 |
|
RASC 2005-EMX5 A2 |
2035-12-25 |
.388 |
Other Instrument - Asset Backed Securities |
$32,315.87 |
$27,320.77 |
|
WAMU 2006-AR11 1A |
2046-09-25 |
1.1 |
Other Instrument - CMOs |
$1,527,341.28 |
$1,322,937.19 |
|
WMALT 2005-4 CB14 |
2035-06-25 |
4.842 |
Other Instrument - CMOs |
$2,381,183.31 |
$328,554.46 |
|
WMALT 2007-OC1 A1 |
2047-01-25 |
.398 |
Other Instrument - Asset Backed Securities |
$2,560,133.97 |
$1,659,308.03 |
|
CWALT 2005-9CB 1A2 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$158,054.85 |
$19,133.41 |
|
CWALT 2006-OA3 1A1 |
2036-05-25 |
.358 |
Other Instrument - Asset Backed Securities |
$6,839,617.56 |
$5,388,557.95 |
|
MLMI 2006-WMC1 A2C |
2037-01-25 |
.358 |
Other Instrument - Asset Backed Securities |
$910,409.34 |
$866,267.91 |
|
RFMS2 2005-HS1 AII |
2035-10-25 |
.368 |
Other Instrument - Asset Backed Securities |
$594,968.36 |
$337,231.71 |
|
144A BAYV 2005-A A1 |
2040-02-28 |
1.1612 |
Other Instrument - Asset Backed Securities |
$1,936,756.55 |
$1,547,812.82 |
|
CWALT 2005-10CB 1A3 |
2035-05-25 |
4.842 |
Other Instrument - CMOs |
$890,243.18 |
$135,501.69 |
|
144A FTSHR 2005-1A B |
2041-11-05 |
.90775 |
Other Instrument - ABS |
$18,338,104.69 |
$864,518.65 |
|
144A LIBTY 2005-1A C |
2040-01-13 |
1.18906 |
Other Instrument - ABS |
$7,250,000.00 |
$4,795.88 |
|
144A PALS 1999-1A A2 |
2029-03-25 |
6.3 |
Other Instrument - ABS |
$3,215,079.78 |
$388,622.69 |
|
144A SDART 2012-AA E |
2019-12-16 |
3.4 |
Other Instrument - Asset Backed Securities |
$1,207,125.00 |
$1,210,280.02 |
|
CWALT 2005-30CB 1A10 |
2035-08-25 |
4.592 |
Other Instrument - CMOs |
$2,132,815.60 |
$265,496.69 |
|
144A ACABS 2003-1A AT |
2038-06-10 |
.99085 |
Other Instrument - ABS |
$9,057,852.75 |
$2,141,062.84 |
|
144A CCMFC 2006-2A A1 |
2047-04-25 |
.288 |
Other Instrument - CMOs |
$87,599.40 |
$62,710.11 |
|
144A DMSI 2007-RS4 AX |
2047-10-28 |
0 |
Other Instrument - CMO |
$254,831.10 |
$31,475.16 |
|
144A FTSHR 2005-1A A1 |
2041-11-05 |
.53828 |
Other Instrument - ABS |
$196,372,816.42 |
$51,306,514.15 |
|
144A FTSHR 2005-1A A2 |
2041-11-05 |
.73775 |
Other Instrument - ABS |
$10,658,043.75 |
$551,467.46 |
|
144A KLROS 2005-1A A2 |
2041-10-06 |
.72285 |
Other Instrument - ABS |
$3,207,726.25 |
$306,279.90 |
|
144A MONRO 2005-1A A2 |
2040-12-05 |
.6183 |
Other Instrument - ABS |
$7,250,000.00 |
$691,862.98 |
|
144A SMSTR 2005-1A A1 |
2045-12-06 |
.49185 |
Other Instrument - ABS |
$15,762,986.25 |
$4,888,678.35 |
|
144A BGRS 2004-2A A1LA |
2039-04-12 |
.69165 |
Other Instrument - ABS |
$1,093,450.62 |
$530,701.42 |
|
144A GRAND 2005-1A A1B |
2046-04-05 |
.3985 |
Other Instrument - ABS |
$51,218,742.53 |
$12,306,100.21 |
|
ABS BOMBARDIER CAP99-B |
2020-01-15 |
7.44 |
Other Instrument - Asset Backed Securities |
$228,313.09 |
$141,488.82 |
|
ABS CONSECO FIN (00-4) |
2032-05-01 |
8.31 |
Other Instrument - Asset Backed Securities |
$13,951,131.78 |
$10,374,965.06 |
|
GRAND AVENUE CDO I LTD |
2046-04-05 |
0 |
Other Instrument - ABS |
$173,596,064.51 |
$41,663,035.97 |
|
144A DMSI 2006-PR1 5AS4 |
2036-04-15 |
6.61329 |
Other Instrument - CMO |
$108,741.84 |
$22,867.25 |
|
AFT 99-1A A1 ASST BK LN |
2024-05-15 |
.64 |
Other Instrument - ABS |
$560,642.73 |
$218,800.07 |
|
CMO MASTR SEASONED SEC TR |
2033-02-25 |
6 |
Other Instrument - CMOs |
$799,968.79 |
$125,677.76 |
|
GE COMMERCIAL MORTGAGE CO |
2049-12-10 |
.12923 |
Other Instrument - Commercial Mortgage-Backed Security |
$776,977,716.08 |
$4,165,995.28 |
|
CD 2006-CD3 MORTGAGE TRUST |
2048-10-17 |
.49738 |
Other Instrument - Commercial Mortgage-Backed Security |
$248,699,648.36 |
$3,857,203.54 |
|
CNF 2000-2 A5 SERIES 00 A5 |
2031-12-01 |
8.85 |
Other Instrument - Asset Backed Securities |
$2,456,925.55 |
$1,799,660.16 |
|
RESIDENTIAL ASSET SECURITIES |
2031-06-25 |
7.514 |
Other Instrument - Asset Backed Securities |
$214,186.56 |
$209,550.63 |
|
ABS CHASE FUNDING TRUST 2003-3 |
2036-04-25 |
1.058 |
Other Instrument - Asset Backed Securities |
$2,859,357.92 |
$2,455,173.22 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $435,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $435,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $434,967,390.65
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $434,967,390.65
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barton Capital LLC
Item 27. The title of the issue (including coupon or yield): Barton Capital LLC, 0.200%, 2/14/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06945MBE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter Of Credit(LOC) - Stand-by |
Societe Generale, Paris |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $71,494,836.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $71,497,855.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $71,497,855.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.250%, 4/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802WVC9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,925,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,952,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,952,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.230%, 4/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944RDH8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,973,645.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,978,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,978,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal, 0.229%, 9/17/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366AVV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,026,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,026,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, REPO, 0.030%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8336P1001
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 0 3/4 TRIB 42 |
2042-02-15 |
.75 |
Treasury Debt |
$150,000.00 |
$133,632.83 |
|
USTR 2 1/8 TRIB 41 |
2041-02-15 |
2.125 |
Treasury Debt |
$8,000,000.00 |
$10,209,832.30 |
|
USTR 0 1/8 TRIN A 23 |
2023-01-15 |
.125 |
Treasury Debt |
$46,318,800.00 |
$45,437,483.90 |
|
USTR 0 1/8 TRIN X 18 |
2018-04-15 |
.125 |
Treasury Debt |
$455,668,200.00 |
$473,984,014.37 |
|
USTR 0 5/8 TRIN D 21 |
2021-07-15 |
.625 |
Treasury Debt |
$65,467,300.00 |
$70,266,008.83 |
|
USTR 1 1/4 TRIN D 20 |
2020-07-15 |
1.25 |
Treasury Debt |
$353,508,000.00 |
$411,767,292.70 |
|
USTR 1 3/8 NOTE Q 18 |
2018-09-30 |
1.375 |
Treasury Debt |
$8,179,100.00 |
$8,194,102.85 |
|
USTR 1 5/8 NOTE F 22 |
2022-11-15 |
1.625 |
Treasury Debt |
$11,000.00 |
$10,213.02 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.240%, 3/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TGN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $375,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $375,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $375,041,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $375,041,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Johnson City, TN Health & Education Facilities Board
Item 27. The title of the issue (including coupon or yield): Johnson City, TN Health & Education Facilities Board, Series 2013-B (Mountain State Health Alliance), 0.120%, 8/15/2043
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 478271KA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
U.S. Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,075,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,075,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,075,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,075,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto Dominion Bank, 0.217%, 11/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TTT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,040,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,040,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America N.A.
Item 27. The title of the issue (including coupon or yield): Bank of America N.A., 0.210%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06052WV67
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $235,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $235,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $235,004,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $235,004,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.210%, 2/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944RBL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $52,994,125.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $52,995,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $52,995,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.170%, 2/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562UPE6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., 0.460%, 2/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
01BVBDELL INC |
2015-09-10 |
2.3 |
Other Instrument - Corporates |
$7,194,123.43 |
$7,294,901.11 |
|
02GK4CWABS 2007-9 |
2034-03-25 |
.3446 |
Other Instrument - Asset Backed Securities |
$26,297,142.86 |
$21,989,024.82 |
|
026RIDISH DBS CORP |
2022-07-15 |
5.875 |
Other Instrument - Corporates |
$1,934,466.86 |
$1,946,772.21 |
|
026RIDISH DBS CORP |
2023-03-15 |
5 |
Other Instrument - Corporates |
$1,651,751.14 |
$1,583,845.82 |
|
01W7DKOREA GAS CORP |
2017-07-25 |
2.25 |
Other Instrument - MTN |
$5,484,546.86 |
$5,510,022.57 |
|
02I6OFWCT-2 ESCROW CORP |
2021-08-01 |
5.125 |
Other Instrument - Corporates |
$60,324.00 |
$60,735.38 |
|
030G7AEGIS ASSET BCKD SEC |
2035-08-25 |
.6446 |
Other Instrument - Asset Backed Securities |
$21,414,910.29 |
$16,461,351.01 |
|
036ONSOFI PROFESSIONAL LN |
2029-12-26 |
3.75 |
Other Instrument - ABS |
$24,000,000.00 |
$24,102,072.00 |
|
01BFHJ P MORGAN CHASE & CO |
2016-03-01 |
3.45 |
Other Instrument - Corporates |
$2,041,097.14 |
$2,170,635.37 |
|
01RCWDIAMOND OFFSHORE DRIL |
2043-11-01 |
4.875 |
Other Instrument - Corporates |
$3,237,428.57 |
$3,243,745.60 |
|
02J5ZDEXIA CREDIT LOCAL NY |
2017-01-11 |
.6761 |
Other Instrument - MTN |
$15,467,255.14 |
$15,483,167.77 |
|
030L8MORGAN STANLEY DEAN W |
2036-03-25 |
.4346 |
Other Instrument - Asset Backed Securities |
$64,285,714.29 |
$38,308,656.43 |
|
XXXX RIVERSIDE PARK CLO LT |
2021-09-27 |
0 |
Other Instrument - ABS |
$15,164,513.14 |
$14,913,494.96 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BNP Paribas Securities Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,003,999.90
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,003,999.90
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.220%, 2/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85324UBL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,988,388.88
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,995,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,995,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken, Stockholm
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken, Stockholm, 0.040%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 869999003
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): TIME DEPOSIT - CAYMAN
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: University of California (The Regents of)
Item 27. The title of the issue (including coupon or yield): University of California (The Regents of), Series 2011 Z-1, 0.090%, 7/1/2041
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91412GEX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
University of California (The Regents of) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 5.500%, 6/4/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G2Z6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,250,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,376,229.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,376,041.25
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,376,041.25
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Yeshivas Novominsk
Item 27. The title of the issue (including coupon or yield): Yeshivas Novominsk, Series 2008, 0.130%, 6/1/2038
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 98584EAA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
TD Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
TD Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,430,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,430,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,430,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,430,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 3/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3CJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,981,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,990,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,990,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Capital Markets Access Co. LC
Item 27. The title of the issue (including coupon or yield): Capital Markets Access Co. LC, Series 2008 Sunshine Professional Suites, LLC Project, 0.150%, 7/1/2034
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 14030PBC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,955,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,955,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,955,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,955,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Tack Capital Co.
Item 27. The title of the issue (including coupon or yield): Tack Capital Co., 0.160%, 8/1/2040
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 873423AD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of New York |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of New York |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,570,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,570,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,570,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,570,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Grand Pointe II Ltd. Partnership
Item 27. The title of the issue (including coupon or yield): Grand Pointe II Ltd. Partnership, Series 1999 Globe Apartments, 0.410%, 9/1/2031
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38611LAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of Indianapolis |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of Indianapolis |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,005,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,005,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,005,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,005,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Physicians Real Estate LLP
Item 27. The title of the issue (including coupon or yield): Physicians Real Estate LLP, 0.120%, 2/1/2018
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 718951AA4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,990,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,990,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, N.A., 0.380%, 5/15/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125PB44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $310,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $310,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .7%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $310,133,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $310,133,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, N.A., 0.357%, 12/21/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $453,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $453,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $453,019,026.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $453,019,026.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Flightsafety International, Inc.
Item 27. The title of the issue (including coupon or yield): Wichita, KS (Flightsafety International, Inc.) , Revenue Bonds, 0.050%, 11/1/2023
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96724PAS6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Berkshire Hathaway, Inc. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Berkshire Hathaway, Inc. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $16,575,000.00
Item 41. The total current amortized cost, to the nearest cent: $16,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $16,575,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.230%, 3/9/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802WUW6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,974,699.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,985,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $119,985,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce, 0.244%, 6/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YA48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,064,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,064,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Frogtown LLC
Item 27. The title of the issue (including coupon or yield): Frogtown LLC, Series 2004, 0.300%, 11/1/2024
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 358899AA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank of Cincinnati |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank of Cincinnati |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,590,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,590,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,590,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,590,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Bank and Trust Co.
Item 27. The title of the issue (including coupon or yield): State Street Bank and Trust Co., 0.313%, 2/18/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85745AAA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $349,966,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $349,966,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield): Northern Pines Funding LLC, 0.210%, 3/27/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66560LCT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Deutsche Bank AG |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $135,557,286.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $135,566,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $135,566,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 0.869%, 6/2/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36962G5E0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,004,288.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,004,488.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,004,488.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield): Bedford Row Funding Corp., 0.330%, 8/5/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BH54
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Royal Bank of Canada, Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $64,889,770.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $64,920,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $64,920,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 4/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P3D83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,972,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,984,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,984,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., 0.239%, 10/8/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89236TAT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp. |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $298,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $298,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $297,961,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $297,961,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG, 0.220%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25155JBE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,002,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,002,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.160%, 2/18/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562UNS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,995,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,995,000.00